An upper bound on average estimation error in nonlinear systems

An upper bound is obtained on the probability density of the estimate of the parameter when a nonlinear function is transmitted over a channel that adds Gaussian noise, and maximum likelihood or maximum a posteriori estimation is used. If this bound is integrated with a loss function, an upper bound on the average error is obtained. Nonlinear (below threshold) effects are included. The problem is viewed in a Euclidean space. Evaluation of the probability density can be reduced to integrating the probability density of the observation over part of a hyperplane. By bounding the integrand, and using a larger part of the hyperplane, an upper bound is obtained. The resulting bound on mean-square error is quite close for the cases calculated.