On the limitations of Barankin type bounds for MLE threshold prediction

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14 Scopus citations

Abstract

Various approximations of the Barankin bound (BB), called Barankin type bounds (BTBs), are usually used to predict the threshold region of the maximum likelihood estimator (MLE). In this paper, we show that BTBs are not always appropriate for predicting this threshold region. We prove that in some common estimation problems the BB is infinite, and thus, its approximations cannot reliably predict the MLE threshold region. This result is illustrated for two general signal processing models, in which BTBs can become arbitrarily large, and consequently, cannot reliably predict the MLE threshold region.

Original languageEnglish
Pages (from-to)622-627
Number of pages6
JournalSignal Processing
Volume108
DOIs
StatePublished - 1 Jan 2015

Keywords

  • Barankin bound
  • Performance bounds
  • Periodic parameter estimation
  • Threshold phenomenon
  • Uniformly unbiased estimators

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Software
  • Signal Processing
  • Computer Vision and Pattern Recognition
  • Electrical and Electronic Engineering

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