Title :
On lower bounds for deterministic parameter estimation
Author :
Forster, Philippe ; Larzabal, Pascal
Author_Institution :
GEA, Pôle scientifique et technologique de Paris 10, 1 chemin Desvallières, 92410 Ville d´´Avray, France
Abstract :
We have revisited and solved the problem of establishing lower bounds for the estimation of deterministic parameters by means of a constrained optimization problem. We show that these various bounds (Cramer-Rao, Barankin, Battacharyya) can be easily obtained as the result of an optimization by impozing the bias of the estimator. Simulations results are presented in spectral analysis.
Conference_Titel :
Acoustics, Speech, and Signal Processing (ICASSP), 2002 IEEE International Conference on
Conference_Location :
Orlando, FL, USA
Print_ISBN :
0-7803-7402-9
DOI :
10.1109/ICASSP.2002.5744000
