Abstract
This paper deals with lower bound on the Mean Square Error (MSE). In the Bayesian framework, we present a new bound which is derived from a constrained optimization problem. This bound is found to be tighter than the Bayesian Bhattacharyya bound, the Reuven-Messer bound, the Bobrovsky-Zakaï bound, and the Bayesian Cramér-Rao bound.
Original language | English (US) |
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Title of host publication | Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking |
Publisher | Wiley-IEEE Press |
Pages | 176-179 |
Number of pages | 4 |
ISBN (Electronic) | 9780470544198 |
ISBN (Print) | 0470120959, 9780470120958 |
DOIs | |
State | Published - Jan 1 2007 |
Externally published | Yes |
Keywords
- Bayesian methods
- Estimation error
- Mean square error methods
- Optimization
- Parameter estimation
- Signal to noise ratio
ASJC Scopus subject areas
- General Computer Science