TY - JOUR
T1 - Bayesian parameter estimation using periodic cost functions
AU - Routtenberg, Tirza
AU - Tabrikian, Joseph
N1 - Funding Information:
Manuscript received March 24, 2011; revised July 31, 2011 and October 16, 2011; accepted October 17, 2011. Date of publication October 27, 2011; date of current version February 10, 2012. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Jean Pierre Delmas. This work was partially supported by The Israel Science Foundation (Grant No. 1311/08) and by a Lev-Zion scholarship.
PY - 2012/3/1
Y1 - 2012/3/1
N2 - In this paper, a new method for Bayesian periodic parameter estimation is derived using periodic cost functions. The method, named parameter estimation via root finding (PERF), is based on Fourier series representation of the Bayes periodic-risk functions. The PERF method is implemented for minimum cyclic error, minimum absolute periodic error, and minimum mean-square-periodic-error (MSPE) estimators and the corresponding estimators are derived. The periodic estimators are applied to direction-of-arrival and phase estimation problems and compared with the minimum mean-square-error and maximum a posteriori probability estimators, and the periodic Ziv-Zakai lower bound in terms of MSPE.
AB - In this paper, a new method for Bayesian periodic parameter estimation is derived using periodic cost functions. The method, named parameter estimation via root finding (PERF), is based on Fourier series representation of the Bayes periodic-risk functions. The PERF method is implemented for minimum cyclic error, minimum absolute periodic error, and minimum mean-square-periodic-error (MSPE) estimators and the corresponding estimators are derived. The periodic estimators are applied to direction-of-arrival and phase estimation problems and compared with the minimum mean-square-error and maximum a posteriori probability estimators, and the periodic Ziv-Zakai lower bound in terms of MSPE.
KW - Bayesian parameter estimation
KW - direction of arrival estimation
KW - mean-square-periodic-error (MSPE)
KW - minimum mean-square-error (MMSE)
KW - parameter estimation via root finding
KW - periodic Ziv-Zakai lower bound
KW - periodic estimation
KW - phase estimation
UR - http://www.scopus.com/inward/record.url?scp=84857197492&partnerID=8YFLogxK
U2 - 10.1109/TSP.2011.2173680
DO - 10.1109/TSP.2011.2173680
M3 - Article
AN - SCOPUS:84857197492
SN - 1053-587X
VL - 60
SP - 1229
EP - 1240
JO - IEEE Transactions on Signal Processing
JF - IEEE Transactions on Signal Processing
IS - 3
M1 - 6062425
ER -