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Lower bounds for non standard deterministic estimation

Galy, Jerome and Chaumette, Eric and Vincent, François and Renaux, Alexandre and Larzabal, Pascal Lower bounds for non standard deterministic estimation. (2016) In: IEEE Sensor Array Multichannel Workshop 2016, 10 July 2016 - 13 July 2016 (Rio de Janeiro, Brazil).

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Official URL: http://dx.doi.org/10.1109/SAM.2016.7569710

Abstract

In this paper, non standard deterministic parameters estimation is considered, i.e. the situation where the probability density function (p.d.f.) parameterized by unknown deterministic parameters results from the marginalization of a joint p.d.f. depending on additional random variables. Unfortunately, in the general case, this marginalization is mathematically intractable, which prevents from using the known deterministic lower bounds on the mean-squared error (MSE). However an embedding mechanism allows to transpose all the known lowers bounds into modified lower bounds fitted with non-standard deterministic estimation, encompassing the modified Cramer-Rao / Bhattacharyya bounds and hybrid lower bounds.

Item Type:Conference or Workshop Item (Lecture)
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 (FRANCE)
Other partners > Ecole Normale Supérieure de Cachan - ENS Cachan (FRANCE)
French research institutions > Institut Français des Sciences et Technologies des Transports, de l'Aménagement et des Réseaux - IFSTTAR (FRANCE)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
Other partners > Université de Cergy-Pontoise (FRANCE)
Other partners > Ecole Normale Supérieure de Rennes - ENS Rennes (FRANCE)
Other partners > Université de Montpellier (FRANCE)
Other partners > Université Paris-Sud 11 (FRANCE)
Laboratory name:
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Deposited By: Francois VINCENT
Deposited On:26 Jan 2017 15:39

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