TY - GEN
T1 - A new lower bound based on weighted fourier transform of the likelihood ratio function
AU - Todros, Koby
AU - Tabrikian, Joseph
PY - 2008/10/6
Y1 - 2008/10/6
N2 - In this paper, a new lower bound on the mean-square-error of unbiased estimators of deterministic parameters is developed. The proposed bound is derived from a class of bounds presented in our recent work using the kernel of the Fourier transform, multiplied by a "weighting" function. The "weighting" function is defined on the parameter space and its significance in the parameter space and frequency domain is discussed throughout the paper. We show that the proposed bound is computationally manageable and can be easily implemented using the fast Fourier transform. The proposed bound is applied for the problem of direction-of-arrival estimation. It is shown by simulations that in comparison to other existing bounds in the literature, the proposed bound provides better prediction of the signal-to-noise ratio threshold region, exhibited by the maximum-likelihood estimator.
AB - In this paper, a new lower bound on the mean-square-error of unbiased estimators of deterministic parameters is developed. The proposed bound is derived from a class of bounds presented in our recent work using the kernel of the Fourier transform, multiplied by a "weighting" function. The "weighting" function is defined on the parameter space and its significance in the parameter space and frequency domain is discussed throughout the paper. We show that the proposed bound is computationally manageable and can be easily implemented using the fast Fourier transform. The proposed bound is applied for the problem of direction-of-arrival estimation. It is shown by simulations that in comparison to other existing bounds in the literature, the proposed bound provides better prediction of the signal-to-noise ratio threshold region, exhibited by the maximum-likelihood estimator.
UR - http://www.scopus.com/inward/record.url?scp=52949103372&partnerID=8YFLogxK
U2 - 10.1109/SAM.2008.4606905
DO - 10.1109/SAM.2008.4606905
M3 - Conference contribution
AN - SCOPUS:52949103372
SN - 9781424422418
T3 - SAM 2008 - 5th IEEE Sensor Array and Multichannel Signal Processing Workshop
SP - 428
EP - 432
BT - SAM 2008 - 5th IEEE Sensor Array and Multichannel Signal Processing Workshop
T2 - SAM 2008 - 5th IEEE Sensor Array and Multichannel Signal Processing Workshop
Y2 - 21 July 2008 through 23 July 2008
ER -