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
fDate :
27 Jun-1 Jul 1994
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;
Conference_Titel :
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location :
Trondheim
Print_ISBN :
0-7803-2015-8
DOI :
10.1109/ISIT.1994.394871
