NDLI: A new lower bound on the mean-square error of biased estimators

Content Provider	IEEE Xplore Digital Library
Author	Todros, K. Tabrikian, J.
Copyright Year	2008
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel (Todros, K.; Tabrikian, J.)
Abstract	In this paper, the class of lower bounds on the MSE of unbiased estimators, derived in our previous work, is extended to the case of biased estimation. The proposed class is derived by projecting the estimation error on a Hilbert subspace of L2, which contains linear transformations of elements in the domain of an integral transform of the likelihood-ratio function. It is shown that some well known bounds can be derived from the proposed class by modifying the kernel of the integral transform. By decomposing the projection of the estimation error into bias-independent and bias-dependent components, the proposed class is minimized with respect to the bias function subject to a bounded L2-norm of the bias-dependent component. A new computationally manageable bound is derived from the proposed class using the kernel of the weighted Fourier transform. The bound is applied for exploring the bias-variance tradeoff in the problem of direction-of-arrival estimation.
Starting Page	745
Ending Page	749
File Size	562526
Page Count	5
File Format	PDF
ISBN	9781424424818
DOI	10.1109/EEEI.2008.4736634
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-12-03
Publisher Place	Israel
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Estimation error Kernel Integral equations Fourier transforms Direction of arrival estimation Parameter estimation Bayesian methods System analysis and design Hilbert space Sampling methods bias-variance tradeoff mean-square-error bounds biased estimation
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

On order relations between lower bounds on the MSE of unbiased estimators

A new lower bound on the mean-square error of unbiased estimators

Hybrid lower bound via compression of the sampled CLR function

General Classes of Performance Lower Bounds for Parameter Estimation—Part I: Non-Bayesian Bounds for Unbiased Estimators

Lower bounds on the variance of deterministic signal parameter estimators using Bayesian inference

General Classes of Performance Lower Bounds for Parameter Estimation—Part II: Bayesian Bounds

Achievable MSE lower bounds in non-Bayesian Biased estimation

Bayesian Parameter Estimation Using Periodic Cost Functions

Tractable forms of some deterministic MSE lower bounds for biased estimation

A new lower bound on the mean-square error of biased estimators

Similar Documents

On order relations between lower bounds on the MSE of unbiased estimators

A new lower bound on the mean-square error of unbiased estimators

Hybrid lower bound via compression of the sampled CLR function

General Classes of Performance Lower Bounds for Parameter Estimation—Part I: Non-Bayesian Bounds for Unbiased Estimators

Lower bounds on the variance of deterministic signal parameter estimators using Bayesian inference

General Classes of Performance Lower Bounds for Parameter Estimation—Part II: Bayesian Bounds

Achievable MSE lower bounds in non-Bayesian Biased estimation

Bayesian Parameter Estimation Using Periodic Cost Functions

Tractable forms of some deterministic MSE lower bounds for biased estimation

A new lower bound on the mean-square error of biased estimators