DocumentCode
2879531
Title
A lower bound for the Mismatched Maximum Likelihood estimator
Author
Fortunati, Stefano ; Greco, Maria S. ; Gini, Fulvio
Author_Institution
Dept. of Inf. Eng., Univ. of Pisa, Pisa, Italy
fYear
2015
fDate
10-15 May 2015
Abstract
A lower bound on Mean Square Error (MSE) of the estimate of a real deterministic parameter vector under misspecified model is proposed in this paper. In particular, a lower bound on the MSE of the Mismatched Maximum Likelihood (MML) estimator is derived in closed form and its relation with the Huber limit is investigated. Two simple illustrative examples are provided. Finally, the proposed framework is applied to the estimation of the scatter matrix in the Complex Elliptically Symmetric (CES) distribution family.
Keywords
maximum likelihood estimation; mean square error methods; CES; Huber limit; MML estimator; MSE; complex elliptically symmetric; deterministic parameter vector; mean square error; mismatched maximum likelihood estimator; scatter matrix; Covariance matrices; Data models; Joints; Maximum likelihood estimation; Probability density function; Symmetric matrices; CRLB; Huber limit; Lower bound; ML estimator; misspecified model; parameter estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Radar Conference (RadarCon), 2015 IEEE
Conference_Location
Arlington, VA
Print_ISBN
978-1-4799-8231-8
Type
conf
DOI
10.1109/RADAR.2015.7130992
Filename
7130992
Link To Document