A general class of lower bounds in parameter estimation

  • Authors:
  • E. Weinstein;A. J. Weiss

  • Affiliations:
  • Dept. of Electron. Syst., Tel Aviv Univ.;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

A general class of Bayesian lower bounds on moments of the error in parameter estimation is formulated, and it is shown that the Cramer-Rao, the Bhattacharyya, the Bobrovsky-Zakai, and the Weiss-Weinstein lower bounds are special cases in the class. The bounds can be applied to the estimation of vector parameters and any given function of the parameters. The extension of these bounds to multiple parameter is discussed