liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A Tighter Bayesian Cramer-Rao Bound
University of Toulouse - ISAE-Supaero.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Middle East Technical University, Turkey.
University of Toulouse - ISAE-Supaero.
2019 (English)In: Proc. of IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2019, p. 5277-5281Conference paper, Published paper (Refereed)
Abstract [en]

It has been shown lately that any ”standard” Bayesian lower bound (BLB) on the mean squared error (MSE) of the Weiss-Weinstein family (WWF) admits a ”tighter” form which upper bounds the ”standard” form. Applied to the Bayesian Cramer-Rao bound (BCRB), this result suggests to redefine the concept of efficient estimator relatively to the tighter form of the BCRB, an update supported by a noteworthy example. This paper lays the foundation to revisit some Bayesian estimation problems where the BCRB is not tight in the asymptotic region.

Place, publisher, year, edition, pages
2019. p. 5277-5281
Keywords [en]
Mean Squared Error, Bayesian Lower Bounds, Bayesian Cramer-Rao bound, Minimum Mean Squared Error
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-159990OAI: oai:DiVA.org:liu-159990DiVA, id: diva2:1347546
Conference
IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Brighton, UK, May 12-17, 2019
Funder
ELLIIT - The Linköping‐Lund Initiative on IT and Mobile CommunicationsAvailable from: 2019-09-01 Created: 2019-09-01 Last updated: 2019-09-04Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records BETA

Fritsche, Carsten

Search in DiVA

By author/editor
Fritsche, Carsten
By organisation
Automatic ControlFaculty of Science & Engineering
Signal Processing

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 2 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf