Title :
A Comment on the Weiss–Weinstein Bound for Constrained Parameter Sets
Author :
Ben-Haim, Zvika ; Eldar, Yonina C.
Author_Institution :
Dept. of Electr. Eng., Technion - Israel Inst. of Technol., Haifa
Abstract :
The Weiss-Weinstein bound (WWB) provides a lower limit on the mean-squared error (MSE) achievable by an estimator of an unknown random parameter. In this correspondence, it is shown that some previously proposed simplified versions of the bound do not always hold for constrained parameters, i.e., parameters whose distribution has finite support. These simplifications can produce results which are no longer lower bounds on the MSE. Sufficient conditions are provided for the reductions to be valid.
Keywords :
Bayes methods; mean square error methods; Weiss-Weinstein bound; constrained parameter sets; mean-squared error; Cities and towns; Covariance matrix; Degradation; Delay estimation; Linear matrix inequalities; Probability density function; Sufficient conditions; Bayesian estimation; Weiss–Weinstein bound; constrained estimation; performance bounds;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2008.928970
