Cart (Loading....) | Create Account
Close category search window
 

A Barankin-type lower bound on the estimation error of a hybrid parameter vector

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Reuven, I. ; Dept. of Electr. Eng.-Syst., Tel Aviv Univ., Israel ; Messer, H.

The Barankin (1949) bound is a realizable lower bound on the mean-square error (MSE) of any unbiased estimator of a (nonrandom) parameter vector. We present a Barankin-type bound which is useful in problems where there is a prior knowledge on some of the parameters to be estimated. That is, the parameter vector is a hybrid vector in the sense that some of its entries are deterministic while other are random variables. We present a simple expression for a positive-definite matrix which provides bounds on the covariance of any unbiased estimator of the nonrandom parameters and an estimator of the random parameters, simultaneously. We show that the Barankin bound for deterministic parameters estimation and the Bobrovsky-Zakai (1976) bound for random parameters estimation are special cases of our proposed bound

Published in:

Information Theory, IEEE Transactions on  (Volume:43 ,  Issue: 3 )

Date of Publication:

May 1997

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.