Title :
Tractable forms of some deterministic MSE lower bounds for biased estimation
Author :
Atallah, L. Najjar ; Forster, P. ; Barbot, J.P. ; Larzabal, P.
Author_Institution :
Lab. TECHTRA, Ecole Super. des Commun., Tunis, Tunisia
Abstract :
The aim of this paper is to investigate some deterministic lower bounds for biased estimation. Namely, the Cramer-Rao bound (CRB) and the Chapman-Robbins bound (ChRB) are addressed. First, a modified version of the ChRB accounting for estimation bias is derived and shown to be tighter than the CRB accounting for bias. Then, an approximation of the estimation bias is proposed and used to provide tractable forms of the studied bounds. Finally, the obtained bounds relevance is assessed in the frame of Maximum Likelihood (ML) frequency estimation.
Keywords :
maximum likelihood estimation; mean square error methods; Chapman-Robbins bound; Cramer-Rao bound; biased estimation; deterministic MSE lower bound; estimation bias; maximum likelihood frequency estimation; tractable forms; Bayesian methods; Constraint optimization; Design optimization; Frequency estimation; Maximum likelihood estimation; Mean square error methods; Parameter estimation; Sampling methods; Spectral analysis; Testing;
Conference_Titel :
Image and Signal Processing and Analysis, 2009. ISPA 2009. Proceedings of 6th International Symposium on
Conference_Location :
Salzburg
Print_ISBN :
978-953-184-135-1
DOI :
10.1109/ISPA.2009.5297767