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Hybrid Lower Bound On The MSE Based On The Barankin And Weiss-Weinstein Bounds
Acte de colloque   Open Access

Hybrid Lower Bound On The MSE Based On The Barankin And Weiss-Weinstein Bounds

Chengfang Ren, Jérôme Galy, Eric Chaumette, Pascal Larzabal et Alexandre Renaux
38th International Conference on Acoustics, Speech, and Signal Processing, pp.5534-5538
ICASSP: International Conference on Acoustics, Speech, and Signal Processing (Vancouver, Canada, 26/05/2013–31/05/2013)
05/2013

Résumé

hybrid Barankin bound Lower bound on the mean square error frequency estimation problem prediction theory MSE hybrid bound Weiss-Weinstein bound mean square error methods frequency estimation SNR threshold mean square error threshold effect prediction Barankin bound Context Estimation Bayes methods Vectors Signal to noise ratio Parameter estimation
This article investigates hybrid lower bounds in order to predict the estimators mean square error threshold effect. A tractable and computationally efficient form is derived. This form combines the Barankin and the Weiss-Weinstein bounds. This bound is applied to a frequency estimation problem for which a closed-form expression is provided. A comparison with results on the hybrid Barankin bound shows the superiority of this new bound to predict the mean square error threshold.

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