Hybrid Lower Bound On The MSE Based On The Barankin And Weiss-Weinstein Bounds

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

This article investigates hybrid lower bounds in order to predict the estimators mean square error threshold effect. A tractable and computationally efficient form is derived. This form combines the Barankin and the Weiss-Weinstein bounds. This bound is applied to a frequency estimation problem for which a closed-form expression is provided. A comparison with results on the hybrid Barankin bound shows the superiority of this new bound to predict the mean square error threshold.

Mots clés: Parameter estimation; frequency estimation problem; prediction theory; MSE; hybrid bound; Weiss-Weinstein bound; mean square error methods; frequency estimation; SNR threshold; Lower bound on the mean square error; Barankin bound; Context; Estimation; Bayes methods; Vectors; Signal to noise ratio; hybrid Barankin bound; mean square error threshold effect prediction

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. Hybrid Lower Bound On The MSE Based On The Barankin And Weiss-Weinstein Bounds. ICASSP: International Conference on Acoustics, Speech, and Signal Processing, May 2013, Vancouver, BC, Canada. pp.5534-5538, ⟨10.1109/ICASSP.2013.6638722⟩. ⟨hal-00800214⟩