A NEW DERIVATION OF THE BAYESIAN BOUNDS FOR PARAMETER ESTIMATION

Alexandre Renaux (1) , Philippe Forster (2) , Pascal Larzabal (2)

1 L2S - Laboratoire des signaux et systèmes
2 SATIE - Systèmes et Applications des Technologies de l'Information et de l'Energie

This paper deals with minimal bounds in the Bayesian context. We express the minimum mean square error of the conditional mean estimator as the solution of a continuum constrained optimization problem. And, by relaxing these constraints, we obtain the bounds of the Weiss-Weinstein family. Moreover, this method enables us to derive new bounds as the Bayesian version of the deterministic Abel bound.

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

Alexandre Renaux, Philippe Forster, Pascal Larzabal. A NEW DERIVATION OF THE BAYESIAN BOUNDS FOR PARAMETER ESTIMATION. IEEE Workshop on Statistical Signal Processing, SSP-2005, 2005, Bordeaux, France. ⟨inria-00444830⟩