DocumentCode
3327821
Title
A Bayesian Estimation Bound based on the Optimal Bias Function
Author
Ben-Haim, Zvika ; Eldar, Yonina C.
Author_Institution
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa
fYear
2007
fDate
12-14 Dec. 2007
Firstpage
45
Lastpage
48
Abstract
We consider the problem of finding a lower bound on the minimum mean-squared error in a Bayesian estimation problem. The bound of Young and Westerberg, which is based on determining the optimal bias function, is extended to the case of a vector parameter. A numerical study demonstrates that the bound is both tighter and simpler to compute than alternative techniques.
Keywords
Bayes methods; estimation theory; mean square error methods; Bayesian estimation bound; minimum mean-squared error; optimal bias function; Bayesian methods; Degradation; Error analysis; Estimation error; Partial differential equations; Yield estimation; Bayesian estimation; minimum mean-squared error estimation; performance bounds;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Advances in Multi-Sensor Adaptive Processing, 2007. CAMPSAP 2007. 2nd IEEE International Workshop on
Conference_Location
St. Thomas, VI
Print_ISBN
978-1-4244-1713-1
Electronic_ISBN
978-1-4244-1714-8
Type
conf
DOI
10.1109/CAMSAP.2007.4497961
Filename
4497961
Link To Document