Tractable forms of some deterministic MSE lower bounds for biased estimation

Author

Atallah, L. Najjar ; Forster, P. ; Barbot, J.P. ; Larzabal, P.

Author_Institution

Lab. TECHTRA, Ecole Super. des Commun., Tunis, Tunisia

fYear

2009

fDate

16-18 Sept. 2009

Firstpage

73

Lastpage

78

Abstract

The aim of this paper is to investigate some deterministic lower bounds for biased estimation. Namely, the Cramer-Rao bound (CRB) and the Chapman-Robbins bound (ChRB) are addressed. First, a modified version of the ChRB accounting for estimation bias is derived and shown to be tighter than the CRB accounting for bias. Then, an approximation of the estimation bias is proposed and used to provide tractable forms of the studied bounds. Finally, the obtained bounds relevance is assessed in the frame of Maximum Likelihood (ML) frequency estimation.

Keywords

maximum likelihood estimation; mean square error methods; Chapman-Robbins bound; Cramer-Rao bound; biased estimation; deterministic MSE lower bound; estimation bias; maximum likelihood frequency estimation; tractable forms; Bayesian methods; Constraint optimization; Design optimization; Frequency estimation; Maximum likelihood estimation; Mean square error methods; Parameter estimation; Sampling methods; Spectral analysis; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Image and Signal Processing and Analysis, 2009. ISPA 2009. Proceedings of 6th International Symposium on

Conference_Location

Salzburg

ISSN

1845-5921

Print_ISBN

978-953-184-135-1

Type

conf

DOI

10.1109/ISPA.2009.5297767

Filename

5297767