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A General Class of Bayesian Lower Bounds Tighter than the Weiss-Weinstein Family
ISAE-Supaero, Toulouse, France.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
2018 (English)In: 2018 21th International Conference on Information Fusion (FUSION), 2018, p. 1-7Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, Bayesian lower bounds (BLBs) are obtained via a general form of the Pythagorean theorem where the inner product derives from the joint or the a-posteriori probability density function (pdf). When joint pdf is considered, the BLBs obtained encompass the Weiss-Weinstein family (WWF). When a-posteriori pdf is considered, by resorting to an embedding between two ad hoc subspaces, it is shown that any ”standard” BLBs of the WWF admits a ”tighter” form which upper bounds the ”standard” form. Interestingly enough, this latter result may explain why the ”standard” BLBs of the WWF are not always as tight as expected, as exemplified in the case of the Bayesian Cram´er-Rao Bound. As a consequence an updated definition of efficiency is proposed, as well as the introduction of an updated class of efficient estimators.

Place, publisher, year, edition, pages
2018. p. 1-7
Keywords [en]
Bayesian lower bounds, Bayesian estimation, Weiss-Weinstein family, a-posteriori probability density function
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-151670OAI: oai:DiVA.org:liu-151670DiVA, id: diva2:1252032
Conference
2018 21st International Conference on Information Fusion (FUSION), Cambridge, UK, 2018
Available from: 2018-09-29 Created: 2018-09-29 Last updated: 2018-10-22

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Fritsche, Carsten

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CiteExportLink to record
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  • nn-NB
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Output format
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  • asciidoc
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