Computable Lower Bounds for Deterministic Parameter Estimation

This paper is primarily tutorial in nature and presents a simple approach (norm minimization under linear constraints) for deriving computable lower bounds on the MSE of deterministic parameter estimators with a clear interpretation of the bounds. We also address the issue of lower bounds tightness in comparison with the MSE of ML estimators and their ability to predict the SNR threshold region. Last, as many practical estimation problems must be regarded as joint detection-estimation problems, we remind that the estimation performance must be conditional on detection performance, leading to the open problem of the fundamental limits of the joint detection-estimation performance.