Title :
Properties of quadratic covariance bounds
Author :
McWhorter, L. Todd ; Scharf, L.L.
Author_Institution :
Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
Abstract :
We investigate the properties of quadratic covariance bounds for parametric estimators. The Cramer-Rao, Bhattacharyya (1946), and Barankin (1949) bounds have this quadratic structure and the properties of these bounds are uniquely determined by their respective score functions. We enumerate some characteristics of score functions which generate tight bounds. We also introduce projection operator and integral/kernel representations for this class of quadratic covariance bounds. These representations are useful as analysis and synthesis tools. We also address the issue of efficiency for this class of bounds
Keywords :
integral equations; matrix algebra; parameter estimation; random functions; signal processing; signal synthesis; Barankin bound; Bhattacharyya bound; Cramer-Rao bound; analysis tools; efficiency; integral/kernel representations; parametric estimators; projection operator; properties; quadratic covariance bounds; quadratic structure; score functions; synthesis tools; Bayesian methods; Character generation; Chromium; Density measurement; Equations; Extraterrestrial measurements; Integral equations; Kernel;
Conference_Titel :
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-4120-7
DOI :
10.1109/ACSSC.1993.342386
