A TIGHTER BAYESIAN CRAMER-RAO BOUND

Bacharach L., Fritsche C., Orguner U., Chaumette E.

44th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Brighton, United Kingdom, 12 - 17 May 2019, pp.5277-5281 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Volume:
  • Doi Number: 10.1109/icassp.2019.8683614
  • City: Brighton
  • Country: United Kingdom
  • Page Numbers: pp.5277-5281
  • Keywords: Mean Squared Error, Bayesian Lower Bounds, Bayesian Cramer-Rao bound, Minimum Mean Squared Error, ESTIMATION ERROR
  • Middle East Technical University Affiliated: Yes

Abstract

It has been shown lately that any "standard" Bayesian lower bound (BLB) on the mean squared error (MSE) of the Weiss-Weinstein family (WWF) admits a "tighter" form which upper bounds the "standard" form. Applied to the Bayesian Cramer-Rao bound (BCRB), this result suggests to redefine the concept of efficient estimator relatively to the tighter form of the BCRB, an update supported by a noteworthy example. This paper lays the foundation to revisit some Bayesian estimation problems where the BCRB is not tight in the asymptotic region.