The Bayesian ABEL Bound on the Mean Square Error

Publié le 31 décembre 2005 - ICASSP 2006 - 31th IEEE International Conference on Acoustics, Speech and Signal Processing

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

Voir la publication sur HAL DOI

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.