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
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;
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
DOI :
10.1109/CAMSAP.2007.4497961
