TY - GEN
T1 - On order relations between lower bounds on the MSE of unbiased estimators
AU - Todros, Koby
AU - Tabrikian, Joseph
PY - 2010/8/23
Y1 - 2010/8/23
N2 - Recently, some general classes of non-Bayesian, Bayesian and Hybrid lower bounds on the mean square error (MSE) of estimators have been developed via projection of each entry of the vector of estimation error on some Hilbert subspaces of L2. In this paper, we utilize this framework for derivation of order relations between lower bounds on the MSE of unbiased estimators. We show that some existing and new order relations can be simply obtained by comparing the corresponding Hilbert subspaces on which each entry of the vector of estimation error is projected.
AB - Recently, some general classes of non-Bayesian, Bayesian and Hybrid lower bounds on the mean square error (MSE) of estimators have been developed via projection of each entry of the vector of estimation error on some Hilbert subspaces of L2. In this paper, we utilize this framework for derivation of order relations between lower bounds on the MSE of unbiased estimators. We show that some existing and new order relations can be simply obtained by comparing the corresponding Hilbert subspaces on which each entry of the vector of estimation error is projected.
KW - Mean-square-error bounds
KW - Non-Bayesian estimation
KW - Parameter estimation
KW - Performance lower bounds
KW - Uniformly unbiased estimators
UR - http://www.scopus.com/inward/record.url?scp=77955690890&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2010.5513333
DO - 10.1109/ISIT.2010.5513333
M3 - Conference contribution
AN - SCOPUS:77955690890
SN - 9781424469604
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 1663
EP - 1667
BT - 2010 IEEE International Symposium on Information Theory, ISIT 2010 - Proceedings
T2 - 2010 IEEE International Symposium on Information Theory, ISIT 2010
Y2 - 13 June 2010 through 18 June 2010
ER -