A comment on the Weiss-Weinstein bound for constrained parameter sets

被引：5

作者：

Ben-Haim, Zvika ^{[1
]}

Eldar, Yonina C. ^{[1
]}

机构：

[1] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 2008年 / 54卷 / 10期

关键词：

Bayesian estimation; constrained estimation; performance bounds; Weiss-Weinstein bound;

D O I：

10.1109/TIT.2008.928970

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：4682 / 4684

页数：3

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