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The Barankin bound: A geometric interpretation (Corresp.)

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1 Author(s)

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.

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Information Theory, IEEE Transactions on  (Volume:19 ,  Issue: 4 )