Hybrid Lower Bound On The MSE Based On The Barankin And Weiss-Weinstein Bounds
Résumé
This article investigates hybrid lower bounds in order to predict the estimators mean square error threshold effect. A tractable and computationally efficient form is derived. This form combines the Barankin and the Weiss-Weinstein bounds. This bound is applied to a frequency estimation problem for which a closed-form expression is provided. A comparison with results on the hybrid Barankin bound shows the superiority of this new bound to predict the mean square error threshold.
Mots clés
- hybrid Barankin bound
- Lower bound on the mean square error
- frequency estimation problem
- prediction theory
- MSE
- hybrid bound
- Weiss-Weinstein bound
- mean square error methods
- frequency estimation
- SNR threshold
- mean square error threshold effect prediction
- Barankin bound
- Context
- Estimation
- Bayes methods
- Vectors
- Signal to noise ratio
- Parameter estimation
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