Periodic CRB for non-Bayesian parameter estimation

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In many practical parameter estimation problems, the appropriate criterion is periodic in the parameter space. This paper considers the mean square periodic error (MSPE) criterion combined with periodic unbiasedness for which the conventional Cramér-Rao bound (CRB) does not provide a valid bound. The periodic unbiasedness is defined using the Lehmann-unbiasedness concept, and a Cramér-Rao type bound on the MSPE of any periodic unbiased estimator is derived. The proposed bound and performance of some periodic unbiased estimators for phase estimation problem are compared in terms of MSPE in a phase estimation problem with Gaussian noise.

Original languageAmerican English
Title of host publication2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings
Pages2448-2451
Number of pages4
DOIs
StatePublished - 18 Aug 2011
Event36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Prague, Czech Republic
Duration: 22 May 201127 May 2011

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Conference

Conference36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011
Country/TerritoryCzech Republic
CityPrague
Period22/05/1127/05/11

Keywords

  • Cramer-Rao bound
  • Cramér-Rao bound
  • Fisher information matrix
  • Lehmann unbiasedness
  • Non-Bayesian parameter estimation
  • periodic unbiasedness

All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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