• DocumentCode
    16197
  • Title

    Hybrid Barankin–Weiss–Weinstein Bounds

  • Author

    Chengfang Ren ; Galy, Jerome ; Chaumette, Eric ; Larzabal, Pascal ; Renaux, Alexandre

  • Author_Institution
    LSS, Univ. Paris-Sud, Gif-sur-Yvette, France
  • Volume
    22
  • Issue
    11
  • fYear
    2015
  • fDate
    Nov. 2015
  • Firstpage
    2064
  • Lastpage
    2068
  • Abstract
    This letter investigates hybrid lower bounds on the mean square error in order to predict the so-called threshold effect. A new family of tighter hybrid large error bounds based on linear transformations (discrete or integral) of a mixture of the McAulay-Seidman bound and the Weiss-Weinstein bound is provided in multivariate parameters case with multiple test points. For use in applications, we give a closed-form expression of the proposed bound for a set of Gaussian observation models with parameterized mean, including tones estimation which exemplifies the threshold prediction capability of the proposed bound.
  • Keywords
    mean square error methods; prediction theory; Gaussian observation model; McAulay-Seidman bound; hybrid Barankin-Weiss-Weinstein bound; linear transformation; mean square error; Bayes methods; Closed-form solutions; Context; Electronic mail; Estimation; Mean square error methods; Signal to noise ratio; Hybrid bounds; MAPMLE; mean-square-error bounds; parameter estimation; threshold SNR;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/LSP.2015.2457617
  • Filename
    7160677