Title :
The Barankin bound: A geometric interpretation (Corresp.)
fDate :
7/1/1973 12:00:00 AM
Abstract :
It is well known that the Barankin bound is locally the tightest lower bound on the variance of any unbiased estimator. If the minimum-variance unbiased-parameter estimation problem is viewed as a minimum-norm problem in an appropriate Hilbert space, the Barankin bound has a very simple geometric interpretation. This interpretation also gives some insight into the influence of bias on the estimation error.
Keywords :
Parameter estimation; Bridges; Estimation error; Extraterrestrial measurements; Hilbert space; Kernel; Magnetic resonance; Parameter estimation; Space technology; State estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1973.1055038