Title :
Extended Ziv-Zakai lower bound for vector parameter estimation
Author :
Bell, Kristine L. ; Steinberg, Yossef ; Ephraim, Yariv ; Van Trees, Harry L.
Author_Institution :
Dept. of Appl. & Eng. Stat., George Mason Univ., Fairfax, VA, USA
fDate :
3/1/1997 12:00:00 AM
Abstract :
The Bayesian Ziv-Zakai bound on the mean square error (MSE) in estimating a uniformly distributed continuous random variable is extended for arbitrarily distributed continuous random vectors and for distortion functions other than MSE. The extended bound is evaluated for some representative problems in time-delay and bearing estimation. The resulting bounds have simple closed-form expressions, and closely predict the simulated performance of the maximum-likelihood estimator in all regions of operation
Keywords :
Bayes methods; array signal processing; direction-of-arrival estimation; maximum likelihood estimation; vectors; Bayesian Ziv-Zakai bound; arbitrarily distributed continuous random vectors; bearing estimation; closed-form expressions; distortion functions; extended Ziv-Zakai lower bound; maximum-likelihood estimator; mean square error; time-delay estimation; uniformly distributed continuous random variable; vector parameter estimation; Bayesian methods; Closed-form solution; Direction of arrival estimation; Information theory; Life estimation; Mean square error methods; Nonlinear distortion; Parameter estimation; Random variables; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
