Error bounds in parameter estimation under mismatch

Authors:
Demetrios Kazakos;Kami S. Makki
Affiliations:
Department of Electrical Engineering & Computer Engineering, University of Idaho, Moscow, Idaho;Department of Electrical Engineering & Computer Science, University of Toledo, Toledo, Ohio
Venue:
ICS'06 Proceedings of the 10th WSEAS international conference on Systems
Year:
2006

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Abstract

In this paper we develop a new upper bound for the mean square estimation error of a parameter that takes values on a bounded interval. The bound is based on the discretization of the region into a finite number of points, and the determination of the estimate by a maximum likelihood procedure. It is assumed that inaccurate versions of the true spectra are utilized in the implementation of the maximum likelihood estimator. As a special case, we develop new upper bounds to the performance of time delay estimation schemes.