Published

Signal and Image processing

A NEW DERIVATION OF THE BAYESIAN BOUNDS FOR PARAMETER ESTIMATION

Published on - IEEE Workshop on Statistical Signal Processing, SSP-2005

Authors: Alexandre Renaux, Philippe Forster, Pascal Larzabal

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This paper deals with minimal bounds in the Bayesian context. We express the minimum mean square error of the conditional mean estimator as the solution of a continuum constrained optimization problem. And, by relaxing these constraints, we obtain the bounds of the Weiss-Weinstein family. Moreover, this method enables us to derive new bounds as the Bayesian version of the deterministic Abel bound.