Outage error probability lower bounds in vector parameter estimation

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

In this paper, a new class of lower bounds on the outage error probability in Bayesian vector parameter estimation is proposed. The minima of the h-outage error probability is obtained by the maximum windowed a-posteriori probability. However, computation of this estimator and its corresponding performance is usually not tractable and thus, lower bounds on the outage error probability can be very useful for performance analysis. The proposed class of lower bounds on the outage error probability is derived using Hölder's inequality. The proposed bounds were implemented for the linear Gaussian model. It was shown that in this case the tightest proposed bound attained the minimum probability of outage error.

Original languageEnglish
Title of host publication2010 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2010
Pages105-108
Number of pages4
DOIs
StatePublished - 20 Dec 2010
Event2010 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2010 - Jerusalem, Israel
Duration: 4 Oct 20107 Oct 2010

Publication series

Name2010 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2010

Conference

Conference2010 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2010
Country/TerritoryIsrael
CityJerusalem
Period4/10/107/10/10

Keywords

  • Bayesian vector parameter estimation
  • Maximum a-posteriori probability (MAP)
  • Outage error probability
  • Outliers
  • Performance lower bounds

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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