Periodic CRB for non-Bayesian parameter estimation

Author

Routtenberg, Tirza ; Tabrikian, Joseph

Author_Institution

Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel

fYear

2011

fDate

22-27 May 2011

Firstpage

2448

Lastpage

2451

Abstract

In many practical parameter estimation problems, the appropriate criterion is periodic in the parameter space. This paper considers the mean square periodic error (MSPE) criterion combined with periodic unbiasedness for which the conventional Cramer-Rao bound (CRB) does not provide a valid bound. The periodic unbiasedness is defined using the Lehmann-unbiasedness concept, and a Cramer-Rao type bound on the MSPE of any periodic unbiased estimator is derived. The proposed bound and performance of some periodic unbiased estimators for phase estimation problem are compared in terms of MSPE in a phase estimation problem with Gaussian noise.

Keywords

Bayes methods; Gaussian noise; mean square error methods; phase estimation; Cramer-Rao bound; Gaussian noise; Lehmann-unbiasedness concept; mean square periodic error; non Bayesian parameter estimation; periodic CRB; periodic unbiasedness; phase estimation; Cost function; Manifolds; Maximum likelihood estimation; Phase estimation; Signal to noise ratio; Cramér-Rao bound; Cramer-Rao bound; Fisher information matrix; Lehmann unbiasedness; Non-Bayesian parameter estimation; periodic unbiasedness;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on

Conference_Location

Prague

ISSN

1520-6149

Print_ISBN

978-1-4577-0538-0

Electronic_ISBN

1520-6149

Type

conf

DOI

10.1109/ICASSP.2011.5946979

Filename

5946979