DocumentCode
1894141
Title
A new derivation of the bayesian bounds for parameter estimation
Author
Renaux, Alexandre ; Forster, Philippe ; Larzabal, Pascal
Author_Institution
ENS Cachan
fYear
2005
fDate
17-20 July 2005
Firstpage
567
Lastpage
572
Abstract
This paper deals with minimal bounds in the Bayesian context. We express the minimum mean square error of the conditional mean estimator as the solution of a continuum constrained optimization problem and, by relaxing these constraints, we obtain the bounds of the Weiss-Weinstein family. Moreover, this method enables us to derive new bounds as the Bayesian version of the deterministic Abel bound
Keywords
Bayes methods; least mean squares methods; parameter estimation; signal processing; Bayesian context; Weiss-Weinstein bound; conditional mean estimator; continuum constrained optimization problem; deterministic Abel bound; minimum mean square error; parameter estimation; signal processing; Bayesian methods; Constraint optimization; Contracts; Mean square error methods; Parameter estimation; Signal to noise ratio; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location
Novosibirsk
Print_ISBN
0-7803-9403-8
Type
conf
DOI
10.1109/SSP.2005.1628659
Filename
1628659
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