Periodic CRB for non-Bayesian parameter estimation

Tirza Routtenberg; Joseph Tabrikian

doi:10.1109/ICASSP.2011.5946979

Periodic CRB for non-Bayesian parameter estimation

Tirza Routtenberg, Joseph Tabrikian

Department of Electrical & Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

20 Scopus citations

Abstract

In many practical parameter estimation problems, the appropriate criterion is periodic in the parameter space. This paper considers the mean square periodic error (MSPE) criterion combined with periodic unbiasedness for which the conventional Cramér-Rao bound (CRB) does not provide a valid bound. The periodic unbiasedness is defined using the Lehmann-unbiasedness concept, and a Cramér-Rao type bound on the MSPE of any periodic unbiased estimator is derived. The proposed bound and performance of some periodic unbiased estimators for phase estimation problem are compared in terms of MSPE in a phase estimation problem with Gaussian noise.

Original language	English
Title of host publication	2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings
Pages	2448-2451
Number of pages	4
DOIs	https://doi.org/10.1109/ICASSP.2011.5946979
State	Published - 18 Aug 2011
Event	36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Prague, Czech Republic Duration: 22 May 2011 → 27 May 2011

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)	1520-6149

Conference

Conference	36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011
Country/Territory	Czech Republic
City	Prague
Period	22/05/11 → 27/05/11

Keywords

Cramer-Rao bound
Cramér-Rao bound
Fisher information matrix
Lehmann unbiasedness
Non-Bayesian parameter estimation
periodic unbiasedness

ASJC Scopus subject areas

Software
Signal Processing
Electrical and Electronic Engineering

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10.1109/ICASSP.2011.5946979

Cite this

Routtenberg, T., & Tabrikian, J. (2011). Periodic CRB for non-Bayesian parameter estimation. In 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings (pp. 2448-2451). Article 5946979 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2011.5946979

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title = "Periodic CRB for non-Bayesian parameter estimation",

abstract = "In many practical parameter estimation problems, the appropriate criterion is periodic in the parameter space. This paper considers the mean square periodic error (MSPE) criterion combined with periodic unbiasedness for which the conventional Cram{\'e}r-Rao bound (CRB) does not provide a valid bound. The periodic unbiasedness is defined using the Lehmann-unbiasedness concept, and a Cram{\'e}r-Rao type bound on the MSPE of any periodic unbiased estimator is derived. The proposed bound and performance of some periodic unbiased estimators for phase estimation problem are compared in terms of MSPE in a phase estimation problem with Gaussian noise.",

keywords = "Cramer-Rao bound, Cram{\'e}r-Rao bound, Fisher information matrix, Lehmann unbiasedness, Non-Bayesian parameter estimation, periodic unbiasedness",

author = "Tirza Routtenberg and Joseph Tabrikian",

year = "2011",

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doi = "10.1109/ICASSP.2011.5946979",

language = "English",

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series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",

pages = "2448--2451",

booktitle = "2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings",

note = "36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 ; Conference date: 22-05-2011 Through 27-05-2011",

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Routtenberg, T & Tabrikian, J 2011, Periodic CRB for non-Bayesian parameter estimation. in 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings., 5946979, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, pp. 2448-2451, 36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011, Prague, Czech Republic, 22/05/11. https://doi.org/10.1109/ICASSP.2011.5946979

Periodic CRB for non-Bayesian parameter estimation. / Routtenberg, Tirza ; Tabrikian, Joseph.
2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings. 2011. p. 2448-2451 5946979 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Periodic CRB for non-Bayesian parameter estimation

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Keywords

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