DocumentCode :
1654507
Title :
Hybrid lower bound via compression of the sampled CLR function
Author :
Todros, Koby ; Tabrikian, Joseph
Author_Institution :
Dept. of ECE, Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
fYear :
2009
Firstpage :
602
Lastpage :
605
Abstract :
In this paper, a new class of hybrid lower bounds on the mean square-error of estimators is proposed. Derivation of the proposed class is performed by applying an integral transform on the centered likelihood-ratio (CLR) function. It is shown that the hybrid Cramer-Rao and Barankin bounds are the limits of convergent sequences of bounds, which are obtained from the proposed class using specific sequences of integral transform kernels. A new hybrid bound is derived from the proposed class using a sequence of integral transform kernels, which comprise a compression matrix of the sampled CLR function. In comparison with existing bounds, the proposed bound is computationally manageable and provides better prediction of the threshold region of the joint maximum-a posteriori probability maximum-likelihood estimator, in a single tone estimation scenario.
Keywords :
matrix algebra; maximum likelihood estimation; mean square error methods; transforms; Barankin bound; CLR function; Cramer-Rao bound; centered likelihood-ratio function; compression matrix; hybrid lower bound; integral transform; maximum-a posteriori probability; maximum-likelihood estimator; mean square-error method; Bayesian methods; Estimation error; Extraterrestrial measurements; Integral equations; Kernel; Maximum likelihood estimation; Mean square error methods; Parameter estimation; Probability density function; Vectors; Hybrid bounds; JMAPMLE; Parameter estimation; mean-square-error bounds; performance bounds; threshold SNR;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Statistical Signal Processing, 2009. SSP '09. IEEE/SP 15th Workshop on
Conference_Location :
Cardiff
Print_ISBN :
978-1-4244-2709-3
Electronic_ISBN :
978-1-4244-2711-6
Type :
conf
DOI :
10.1109/SSP.2009.5278503
Filename :
5278503
Link To Document :
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