TY - GEN
T1 - Bayesian cyclic bounds for periodic parameter estimation
AU - Nitzan, Eyal
AU - Tabrikian, Joseph
AU - Routtenberg, Tirza
PY - 2013/12/1
Y1 - 2013/12/1
N2 - In many practical periodic parameter estimation problems, the appropriate cost function is periodic with respect to the unknown parameter. In this paper a new class of cyclic Bayesian lower bounds on the mean cyclic error (MCE) is developed. The new class includes the cyclic version of the Bayesian Cramér-Rao bound (BCRB). The cyclic BCRB requires milder regularity conditions compared to the conventional BCRB. The tightest bound in the proposed class is derived and it is shown that under a certain condition it achieves the minimum MCE (MMCE). The new lower bounds are compared with the cyclic version of the Ziv-Zakai lower bound (ZZLB) and the MCE's of the MMCE and maximum aposteriori probability (MAP) estimators for frequency estimation with uniform a-priori probability density function (pdf) of the unknown parameter. In this common estimation problem, the conventional BCRB does not exist, while the proposed cyclic BCRB provides a valid lower bound for parameter estimation.
AB - In many practical periodic parameter estimation problems, the appropriate cost function is periodic with respect to the unknown parameter. In this paper a new class of cyclic Bayesian lower bounds on the mean cyclic error (MCE) is developed. The new class includes the cyclic version of the Bayesian Cramér-Rao bound (BCRB). The cyclic BCRB requires milder regularity conditions compared to the conventional BCRB. The tightest bound in the proposed class is derived and it is shown that under a certain condition it achieves the minimum MCE (MMCE). The new lower bounds are compared with the cyclic version of the Ziv-Zakai lower bound (ZZLB) and the MCE's of the MMCE and maximum aposteriori probability (MAP) estimators for frequency estimation with uniform a-priori probability density function (pdf) of the unknown parameter. In this common estimation problem, the conventional BCRB does not exist, while the proposed cyclic BCRB provides a valid lower bound for parameter estimation.
KW - Bayesian parameter estimation
KW - cyclic Bayesian Cramér-Rao bound
KW - cyclic performance bounds
KW - periodic parameter estimation
UR - http://www.scopus.com/inward/record.url?scp=84894180303&partnerID=8YFLogxK
U2 - 10.1109/CAMSAP.2013.6714069
DO - 10.1109/CAMSAP.2013.6714069
M3 - Conference contribution
AN - SCOPUS:84894180303
SN - 9781467331463
T3 - 2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013
SP - 308
EP - 311
BT - 2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013
T2 - 2013 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2013
Y2 - 15 December 2013 through 18 December 2013
ER -