On the generalized Cramer-Rao bound for the estimation of the location

Author

Batalama, Stella N. ; Kazakos, Demetrios

Author_Institution

Dept. of Electr. & Comput. Eng., State Univ. of New York, Buffalo, NY, USA

Volume

45

Issue

2

fYear

1997

fDate

2/1/1997 12:00:00 AM

Firstpage

487

Lastpage

492

Abstract

It is shown that the generalized Gaussian distribution maximizes the generalized Cramer-Rao (CR) bound for the pth absolute central moment of any classical location parameter unbiased estimator. The underlying maximization is taken over the class of distributions with fixed and finite pth-order moment and exhibits particular utility in minimax designs as well as in worst-case performance analysis. The relationship between the generalized Gaussian density and the generalized CR bound is further examined for the model of a mixture of generalized Gaussian distributions as well as for scenarios where multiple independent generalized Gaussian observations are involved

Keywords

Gaussian distribution; minimax techniques; parameter estimation; signal processing; absolute central moment; generalized Cramer-Rao bound; generalized Gaussian density; generalized Gaussian distributions; location estimation; location parameter unbiased estimator; maximization; minimax designs; multiple independent generalized Gaussian observations; signal analysis; worst case performance analysis; Bayesian methods; Chromium; Estimation error; Gaussian distribution; Minimax techniques; Parameter estimation; Performance analysis; Performance loss; Probability distribution;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.554315

Filename

554315