Title :
A lower bound on the mean-square error in random parameter estimation (Corresp.)
Author :
Weiss, Anthony J. ; Weinstein, Ehud
fDate :
9/1/1985 12:00:00 AM
Abstract :
A new lower bound on mean-square error in parameter estimation is presented. The bound is tighter than the Cramér-Rao and Bobrovsky-Zakai lower bounds. It requires no bias or regularity assumptions, it is computationally simple, and it can be applied to estimates of vector parameters or functions of the parameters.
Keywords :
Parameter estimation; Equations; Estimation error; Oceans; Parameter estimation; Probability density function; Random variables; Systems engineering and theory; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1985.1057094
