2016/10/22 by Éric Chaumette, Chaumette, Eric, Alexandre Renaux +3
Computer Science · Engineering · Mathematics · #Direction-of-Arrival Estimation Techniques #FOS: Computer and information sciences #Information Theory (cs.IT) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Target Tracking and Data Fusion in Sensor Networks
paper · pdf · doi:10.48550/arxiv.1610.07037
openalex publication_date 2016/10/22 · openalex created_date 2022/10/03 · openalex updated_date 2026/07/28
A fairly general class of Bayesian "large-error" lower bounds of the\nWeiss-Weinstein family, essentially free from regularity conditions on the\nprobability density functions support, and for which a limiting form yields a\ngeneralized Bayesian Cramer-Rao bound (BCRB), is introduced. In a large number\nof cases, the generalized BCRB appears to be the Bobrovsky-Mayer-Wolf-Zakai\nbound (BMZB). Interestingly enough, a regularized form of the Bobrovsky-Zakai\nbound (BZB), applicable when the support of the prior is a constrained\nparameter set, is obtained. Modified Weiss-Weinstein bound and BZB which\nlimiting form is the BMZB are proposed, in expectation of an increased\ntightness in the threshold region. Some of the proposed results are exemplified\nwith a reference problem in signal processing: the Gaussian observation model\nwith parameterized mean and uniform prior.\n