• DocumentCode
    940729
  • Title

    A lower bound on the mean-square error in random parameter estimation (Corresp.)

  • Author

    Weiss, Anthony J. ; Weinstein, Ehud

  • Volume
    31
  • Issue
    5
  • fYear
    1985
  • fDate
    9/1/1985 12:00:00 AM
  • Firstpage
    680
  • Lastpage
    682
  • Abstract
    A new lower bound on mean-square error in parameter estimation is presented. The bound is tighter than the Cramér-Rao and Bobrovsky-Zakai lower bounds. It requires no bias or regularity assumptions, it is computationally simple, and it can be applied to estimates of vector parameters or functions of the parameters.
  • Keywords
    Parameter estimation; Equations; Estimation error; Oceans; Parameter estimation; Probability density function; Random variables; Systems engineering and theory; Testing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1985.1057094
  • Filename
    1057094
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=940729