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
Link To Document :
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