• DocumentCode
    3523627
  • Title

    Lower bounds on the mean square error derived from mixture of linear and non-linear transformations of the unbiasness definition

  • Author

    Chaumette, Eric ; Renaux, Alexandre ; Larzabal, Pascal

  • Author_Institution
    Chemin de la Huniere, French Aerosp. Lab., Palaiseau
  • fYear
    2009
  • fDate
    19-24 April 2009
  • Firstpage
    3045
  • Lastpage
    3048
  • Abstract
    It is well known that in non-linear estimation problems the ML estimator exhibits a threshold effect, i.e. a rapid deterioration of estimation accuracy below a certain SNR or number of snapshots. This effect is caused by outliers and is not captured by standard tools such as the Cramer-Rao bound (CRB). The search of the SNR threshold value can be achieved with the help of approximations of the Barankin bound (BB) proposed by many authors. These approximations result from a linear transformation (discrete or integral) of the uniform unbiasness constraint introduced by Barankin. Nevertheless, non-linear transformations can be used as well for some class of p.d.f. including the Gaussian case. The benefit is their combination with existing linear transformation to get tighter lower bounds improving the SNR threshold prediction.
  • Keywords
    maximum likelihood estimation; mean square error methods; signal processing; Barankin bound; Cramer-Rao bound; ML estimator; SNR threshold prediction; linear transformations; mean square error; nonlinear estimation problems; nonlinear transformations; Computational efficiency; Design optimization; Electric breakdown; Integral equations; Maximum likelihood estimation; Mean square error methods; Parameter estimation; System analysis and design; Testing; Parameter estimation; SNR threshold; mean-square-error bounds;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
  • Conference_Location
    Taipei
  • ISSN
    1520-6149
  • Print_ISBN
    978-1-4244-2353-8
  • Electronic_ISBN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.2009.4960266
  • Filename
    4960266