Academic Journal
A fresh look at the Bayesian bounds of the Weiss–Weinstein family
| العنوان: | A fresh look at the Bayesian bounds of the Weiss–Weinstein family |
|---|---|
| المؤلفون: | Alexandre Renaux, Philippe Forster, Pascal Larzabal, Christ D. Richmond, Arye Nehorai |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://hal.archives-ouvertes.fr/docs/00/44/47/64/PDF/RFLRN08.pdf. |
| سنة النشر: | 2008 |
| المجموعة: | CiteSeerX |
| الوصف: | Minimal bounds on the mean square error (MSE) are generally used in order to predict the best achievable performance of an estimator for a given observation model. In this paper, we are interested in the Bayesian bound of the Weiss–Weinstein family. Among this family, we have Bayesian Cramér-Rao bound, the Bobrovsky–MayerWolf–Zakaï bound, the Bayesian Bhattacharyya bound, the Bobrovsky–Zakaï bound, the Reuven–Messer bound, and the Weiss–Weinstein bound. We present a unification of all these minimal bounds based on a rewriting of the minimum mean square error estimator (MMSEE) and on a constrained optimization problem. With this approach, we obtain a useful theoretical framework to derive new Bayesian bounds. For that purpose, we propose two bounds. First, we propose a generalization of the Bayesian Bhattacharyya bound extending the works of Bobrovsky, Mayer–Wolf, and Zakaï. Second, we propose a |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.413.6526; http://hal.archives-ouvertes.fr/docs/00/44/47/64/PDF/RFLRN08.pdf |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.413.6526 http://hal.archives-ouvertes.fr/docs/00/44/47/64/PDF/RFLRN08.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.F318C586 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |