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
Link To Document