TY - GEN
T1 - Hybrid lower bound via compression of the sampled CLR function
AU - Todros, Koby
AU - Tabrikian, Joseph
PY - 2009/12/25
Y1 - 2009/12/25
N2 - In this paper, a new class of hybrid lower bounds on the mean-square-error of estimators is proposed. Derivation of the proposed class is performed by applying an integral transform on the centered likelihood-ratio (CLR) function. It is shown that the hybrid Cramér-Rao and Barankin bounds are the limits of convergent sequences of bounds, which are obtained from the proposed class using specific sequences of integral transform kernels. A new hybrid bound is derived from the proposed class using a sequence of integral transform kernels, which comprise a compression matrix of the sampled CLR function. In comparison with existing bounds, the proposed bound is computationally manageable and provides better prediction of the threshold region of the joint maximum-a posteriori probability maximum-likelihood estimator, in a single tone estimation scenario.
AB - In this paper, a new class of hybrid lower bounds on the mean-square-error of estimators is proposed. Derivation of the proposed class is performed by applying an integral transform on the centered likelihood-ratio (CLR) function. It is shown that the hybrid Cramér-Rao and Barankin bounds are the limits of convergent sequences of bounds, which are obtained from the proposed class using specific sequences of integral transform kernels. A new hybrid bound is derived from the proposed class using a sequence of integral transform kernels, which comprise a compression matrix of the sampled CLR function. In comparison with existing bounds, the proposed bound is computationally manageable and provides better prediction of the threshold region of the joint maximum-a posteriori probability maximum-likelihood estimator, in a single tone estimation scenario.
KW - Hybrid bounds
KW - JMAPMLE
KW - Mean-square-error bounds
KW - Parameter estimation
KW - Performance bounds
KW - Threshold SNR
UR - http://www.scopus.com/inward/record.url?scp=72349094737&partnerID=8YFLogxK
U2 - 10.1109/SSP.2009.5278503
DO - 10.1109/SSP.2009.5278503
M3 - Conference contribution
AN - SCOPUS:72349094737
SN - 9781424427109
T3 - IEEE Workshop on Statistical Signal Processing Proceedings
SP - 602
EP - 605
BT - 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09
T2 - 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09
Y2 - 31 August 2009 through 3 September 2009
ER -