Title :
Lower bounds on the mean square estimation error
Author :
Weinstein, Ehud ; Weiss, Anthony J.
Author_Institution :
Woods Hole Oceanographic Institute, Woods Hole, MA, USA
Abstract :
A general class of lower bounds on the mean square error (mse) in random parameter estimation is formulated. These bounds are generated using functions of the parameter and the data that are orthogonal to the data. A particular choice in the class yields a new lower bound which is superior to both the Cramer-Rao and Bobrovsky-Zakai lower bounds.
Keywords :
Anisotropic magnetoresistance; Conformal mapping; Current density; Electric potential; Electric resistance; Electrodes; Estimation error; Laplace equations; Shape; Tensile stress;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1985.13307
