DocumentCode
2621664
Title
Improved Bellini-Tartara lower bound for parameter estimation
Author
Bell, Kristine L. ; Ephraim, Yariv ; Steinberg, Yossef ; Van Trees, Harry L.
Author_Institution
Dept. of Electr. & Comput. Eng., George Mason Univ., Fairfax, VA, USA
fYear
1994
fDate
27 Jun-1 Jul 1994
Firstpage
117
Abstract
Chazan-Zakai-Ziv (1975) or Bellini-Tartara (1974) lower bound on the mean-square-error (MSE) in parameter estimation is one of the tightest available bounds. It is a Bayesian bound applicable to estimation of scaler random variables with uniform prior distributions. The goal of this paper is to extend the Bellini-Tartara bound to vectors of random variables with arbitrary prior distributions and to establish a simple proof for the bound
Keywords
Bayes methods; error analysis; parameter estimation; probability; signal processing; vectors; Bayesian bound; Bellini-Tartara lower bound; mean square error; parameter estimation; probability; scaler random variables; signal parameters; uniform prior distributions; vectors; Bayesian methods; Covariance matrix; Direction of arrival estimation; Equations; Estimation error; Joining processes; Parameter estimation; Probability density function; Random variables;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location
Trondheim
Print_ISBN
0-7803-2015-8
Type
conf
DOI
10.1109/ISIT.1994.394871
Filename
394871
Link To Document