Properties of quadratic covariance bounds

Author

McWhorter, L. Todd ; Scharf, L.L.

Author_Institution

Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA

fYear

1993

fDate

1-3 Nov 1993

Firstpage

1176

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

0-8186-4120-7

Type

conf

DOI

10.1109/ACSSC.1993.342386

Filename

342386