PERIODIC CRB FOR NON-BAYESIAN PARAMETER ESTIMATION
Detection and Estimation
Presented by: Tirza Routtenberg, Author(s): Tirza Routtenberg, Joseph Tabrikian, Ben-Gurion University of the Negev, Israel
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 Cramer-Rao bound (CRB) does not provide a valid bound. The periodic unbiasedness is defined using the Lehmann-unbiasedness concept, and a Cramer-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.
Lecture Information
Recorded: | 2011-05-24 16:15 - 16:35, Club E |
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Added: | 21. 6. 2011 18:02 |
Number of views: | 68 |
Video resolution: | 1024x576 px, 512x288 px |
Video length: | 0:20:35 |
Audio track: | MP3 [6.96 MB], 0:20:35 |
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