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On the influence of detection tests on deterministic parameters estimation

Chaumette, Eric and Vincent, François and Galy, Jerome and Larzabal, Pascal On the influence of detection tests on deterministic parameters estimation. (2006) In: EUSIPCO 2006 : 14th European Signal Processing Conference, 04-08 Sept 2006, Florence, Italy .

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Official URL: http://www.eurasip.org/Proceedings/Eusipco/Eusipco2006/HTML/main.htm

Abstract

In non-linear estimation problems three distinct regions of operation can be observed. In the asymptotic region, the Mean Square Error (MSE) of Maximum Likelihood Estimators (MLE) is small and, in many cases,close to the Cramer-Rao bound (CRB). In the a priory performance region where the number of independent snapshots and/or the SNR are very low, the MSE is close to that obtained from the prior knowledge about the problem. Between these two extremes, there is an additional transition region where MSE of estimators deteriorates with respect to CRB. The present paper provides exemples of improvement of MSE prediction by CRB, not only in the transition region but also in the a priori region, resulting from introduction of a detection step, which proves that this renement in MSE lower bounds derivation is worth investigating.

Item Type:Conference or Workshop Item (Paper)
Additional Information:5 pages
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Other partners > Conservatoire National des Arts et Métiers - CNAM (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS
Other partners > Ecole Normale Supérieure de Cachan - ENS Cachan (FRANCE)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE
Other partners > Thales (FRANCE)
Other partners > Université de Cergy-Pontoise (FRANCE)
Other partners > Université de Montpellier 2 (FRANCE)
Laboratory name:
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Deposited By: Francois VINCENT
Deposited On:27 Mar 2008 10:22

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