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
Univ Toulouse Isae Supaero, France.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Middle East Tech Univ, Turkey.
Univ Toulouse Isae Supaero, France.
2019 (English)In: 2019 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), IEEE , 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
IEEE , 2019. p. 5277-5281
Series
International Conference on Acoustics Speech and Signal Processing ICASSP, ISSN 1520-6149
Keywords [en]
Mean Squared Error; Bayesian Lower Bounds; Bayesian Cramer-Rao bound; Minimum Mean Squared Error
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-160638ISI: 000482554005102ISBN: 978-1-4799-8131-1 (electronic)OAI: oai:DiVA.org:liu-160638DiVA, id: diva2:1360162
Conference
44th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Note

Funding Agencies|DGA/MRIS [2018.60.0072.00.470.75.01]; Excellence Center at Linkoping and Lund in Information Technology (ELLIIT)

Available from: 2019-10-11 Created: 2019-10-11 Last updated: 2019-10-11

Open Access in DiVA

No full text in DiVA

Search in DiVA

By author/editor
Fritsche, Carsten
By organisation
Automatic ControlFaculty of Science & Engineering
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

isbn
urn-nbn

Altmetric score

isbn
urn-nbn
Total: 10 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