DocumentCode
1027657
Title
A general class of lower bounds in parameter estimation
Author
Weinstein, Ehud ; Weiss, Anthony J.
Author_Institution
Dept. of Electron. Syst., Tel Aviv Univ., Israel
Volume
34
Issue
2
fYear
1988
fDate
3/1/1988 12:00:00 AM
Firstpage
338
Lastpage
342
Abstract
A general class of Bayesian lower bounds on moments of the error in parameter estimation is formulated, and it is shown that the Cramer-Rao, the Bhattacharyya, the Bobrovsky-Zakai, and the Weiss-Weinstein lower bounds are special cases in the class. The bounds can be applied to the estimation of vector parameters and any given function of the parameters. The extension of these bounds to multiple parameter is discussed
Keywords
Bayes methods; information theory; parameter estimation; Bayesian lower bounds; Bhattacharyya lower bound; Bobrovsky-Zakai lower bound; Cramer-Rao lower bound; Weiss-Weinstein lower bounds; information theory; multiple parameter; parameter estimation; vector parameters; Block codes; Decoding; Encoding; Error analysis; Error correction codes; Parameter estimation; Q measurement; Sea measurements; Systems engineering and theory; Vectors;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.2647
Filename
2647
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