Title :
The Bayesian ABEL Bound on the Mean Square Error
Author :
Renaux, Alexandre ; Forster, Philippe ; Larzabal, Pascal ; Richmond, Christ
Author_Institution :
ENS Cachan
Abstract :
This paper deals with lower bound on the mean square error (MSE). In the Bayesian framework, we present a new bound which is derived from a constrained optimization problem. This bound is found to be tighter than the Bayesian Bhattacharyya bound, the Reuven-Messer bound, the Bobrovsky-Zakai bound, and the Bayesian Cramer-Rao bound
Keywords :
Bayes methods; mean square error methods; signal processing; Bayesian Abel bound; Bayesian Bhattacharyya bound; Bayesian Cramer-Rao bound; Bobrovsky-Zakai bound; MSE; Reuven-Messer bound; constrained optimization problem; mean square error; Bayesian methods; Constraint optimization; Contracts; Electric breakdown; Estimation error; Laboratories; Mean square error methods; Performance evaluation; Signal to noise ratio; Testing;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on
Conference_Location :
Toulouse
Print_ISBN :
1-4244-0469-X
DOI :
10.1109/ICASSP.2006.1660577
