A Bayesian lower bound for parameter estimation of Poisson data including multiple changes

Lucien Bacharach; Mohammed Nabil El Korso; Alexandre Renaux; Jean-Yves Tourneret

ICASSP 2017accepted0 citations

A Bayesian lower bound for parameter estimation of Poisson data including multiple changes

Lucien Bacharach, Mohammed Nabil El Korso, Alexandre Renaux, Jean-Yves Tourneret

Abstract

This paper derives lower bounds for the mean square errors of parameter estimators in the case of Poisson distributed data subjected to multiple abrupt changes. Since both change locations (discrete parameters) and parameters of the Poisson distribution (continuous parameters) are unknown, it is appropriate to consider a mixed Cramér-Rao/Weiss-Weinstein bound for which we derive closed-form expressions and illustrate its tightness by numerical simulations.

BibTeX

@inproceedings{icassp2017_abayesianlowerbo,
  title = {A Bayesian lower bound for parameter estimation of Poisson data including multiple changes},
  author = {Lucien Bacharach and Mohammed Nabil El Korso and Alexandre Renaux and Jean-Yves Tourneret},
  booktitle = {ICASSP 2017},
  year = {2017}
}