A Ziv-Zakai type bound for hybrid parameter estimation

Chengfang Ren (1) , Jérôme Galy (2) , Eric Chaumette (3) , Pascal Larzabal (4) , Alexandre Renaux (1)

1 L2S - Laboratoire des signaux et systèmes
2 SysMIC - Conception et Test de Systèmes MICroélectroniques
3 ONERA - The French Aerospace Lab [Palaiseau]
4 SATIE - Systèmes et Applications des Technologies de l'Information et de l'Energie

In statistical signal processing, hybrid parameter estimation refers to the case where the parameters vector to estimate contains both non-random and random parameters. In this communication, we propose a new hybrid lower bound which, for the first time, includes the Ziv-Zakaï bound well known for its tightness in the Bayesian context (random parameters only). For the general case of parameterized mean model with Gaussian noise, closed-form expressions of the proposed bound are provided.

Mots clés: Ziv-Zakai bound; Barankin bound

Domaines: Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Chengfang Ren, Jérôme Galy, Eric Chaumette, Pascal Larzabal, Alexandre Renaux. A Ziv-Zakai type bound for hybrid parameter estimation. ICASSP: International Conference on Acoustics, Speech and Signal Processing, May 2014, Firenze, Italy. ⟨10.1109/ICASSP.2014.6854486⟩. ⟨hal-00947790⟩