On order relations between lower bounds on the MSE of unbiased estimators

Author

Todros, Koby ; Tabrikian, Joseph

Author_Institution

Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel

fYear

2010

fDate

13-18 June 2010

Firstpage

1663

Lastpage

1667

Abstract

Recently, some general classes of non-Bayesian, Bayesian and Hybrid lower bounds on the mean square error (MSE) of estimators have been developed via projection of each entry of the vector of estimation error on some Hilbert subspaces of L₂. In this paper, we utilize this framework for derivation of order relations between lower bounds on the MSE of unbiased estimators. We show that some existing and new order relations can be simply obtained by comparing the corresponding Hilbert subspaces on which each entry of the vector of estimation error is projected.

Keywords

Hilbert spaces; mean square error methods; Hilbert subspaces; MSE; estimation error; lower bound; mean square error; unbiased estimators; Bayesian methods; Estimation error; Extraterrestrial measurements; Fourier transforms; Frequency estimation; Integral equations; Kernel; Mean square error methods; Quantum cascade lasers; Testing; Parameter estimation; mean-square-error bounds; non-Bayesian estimation; performance lower bounds; uniformly unbiased estimators;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on

Conference_Location

Austin, TX

Print_ISBN

978-1-4244-7890-3

Electronic_ISBN

978-1-4244-7891-0

Type

conf

DOI

10.1109/ISIT.2010.5513333

Filename

5513333