TY - GEN
T1 - Mean-cyclic-error lower bounds via integral transform of likelihood-ratio function
AU - Nitzan, Eyal
AU - Routtenberg, Tirza
AU - Tabrikian, Joseph
N1 - Funding Information:
This research was partially supported by THE Israel SCIENCE FOUNDATION (grant No. 1160/15).
Publisher Copyright:
© 2016 IEEE.
PY - 2016/9/15
Y1 - 2016/9/15
N2 - In this paper, we consider non-Bayesian periodic parameter estimation and present a new class of mean-cyclic-error (MCE) lower bounds based on integral transform of the likelihood-ratio (LR) function. The MCE bounds in this class are valid for any cyclic-unbiased estimator, in the Lehmann sense, with uniform cyclic performance. Based on the general class of MCE bounds, we propose a novel MCE bound, which utilizes the periodic nature of the problem via the kernel of Fourier series. The proposed bound is based on discrete samples of the LR function in both the frequency and parameter domains and is shown to be tractable and useful for periodic parameter estimation. The proposed bound is compared to the MCE of the maximum-likelihood estimator and to existing MCE bounds in the problem of frequency estimation.
AB - In this paper, we consider non-Bayesian periodic parameter estimation and present a new class of mean-cyclic-error (MCE) lower bounds based on integral transform of the likelihood-ratio (LR) function. The MCE bounds in this class are valid for any cyclic-unbiased estimator, in the Lehmann sense, with uniform cyclic performance. Based on the general class of MCE bounds, we propose a novel MCE bound, which utilizes the periodic nature of the problem via the kernel of Fourier series. The proposed bound is based on discrete samples of the LR function in both the frequency and parameter domains and is shown to be tractable and useful for periodic parameter estimation. The proposed bound is compared to the MCE of the maximum-likelihood estimator and to existing MCE bounds in the problem of frequency estimation.
KW - Mean-cyclic-error (MCE) lower bounds
KW - cyclic-unbiasedness
KW - frequency estimation
KW - non-Bayesian periodic parameter estimation
KW - uniform cyclic performance
UR - http://www.scopus.com/inward/record.url?scp=84990848093&partnerID=8YFLogxK
U2 - 10.1109/SAM.2016.7569646
DO - 10.1109/SAM.2016.7569646
M3 - Conference contribution
AN - SCOPUS:84990848093
T3 - Proceedings of the IEEE Sensor Array and Multichannel Signal Processing Workshop
BT - 2016 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2016
PB - Institute of Electrical and Electronics Engineers
T2 - 2016 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2016
Y2 - 10 July 2016 through 13 July 2016
ER -