Published

Signal and Image processing

The Bayesian ABEL Bound on the Mean Square Error

Published on - ICASSP 2006 - 31th IEEE International Conference on Acoustics, Speech and Signal Processing

Authors: Alexandre Renaux, Philippe Forster, Pascal Larzabal, Christ Richmond

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This paper deals with lower bound on the Mean Square Error (MSE). In the Bayesian framework, we present a new bound which is derived from a constrained optimization problem. This bound is found to be tighter than the Bayesian Bhattacharyya bound, the Reuven-Messer bound, the Bobrovsky-Zakai bound, and the Bayesian Cramér-Rao bound.