A Tighter Bayesian CramÉR-rao Bound

Lucien Bacharach; Carsten Fritsche; Umut Orguner; Eric Chaumette

ICASSP 2019accepted0 citations

A Tighter Bayesian CramÉR-rao Bound

Lucien Bacharach, Carsten Fritsche, Umut Orguner, Eric Chaumette

Abstract

It has been shown lately that any "standard" Bayesian lower bound (BLB) on the mean squared error (MSE) of the Weiss-Weinstein family (WWF) admits a "tighter" form which upper bounds the "standard" form. Applied to the Bayesian Cramér-Rao bound (BCRB), this result suggests to redefine the concept of efficient estimator relatively to the tighter form of the BCRB, an update supported by a noteworthy example. This paper lays the foundation to revisit some Bayesian estimation problems where the BCRB is not tight in the asymptotic region.

BibTeX

@inproceedings{icassp2019_atighterbayesian,
  title = {A Tighter Bayesian CramÉR-rao Bound},
  author = {Lucien Bacharach and Carsten Fritsche and Umut Orguner and Eric Chaumette},
  booktitle = {ICASSP 2019},
  year = {2019}
}