A TIGHTER BAYESIAN CRAMER-RAO BOUND

2019-01-01
Bacharach, Lucien
Fritsche, Carsten
Orguner, Umut
Chaumette, Eric
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.
Citation Formats
L. Bacharach, C. Fritsche, U. Orguner, and E. Chaumette, “A TIGHTER BAYESIAN CRAMER-RAO BOUND,” presented at the 44th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Brighton, England, 2019, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/37423.