Paper: | SPTM-L1.3 |
Session: | Bayesian Approaches and Particle Filters |
Time: | Tuesday, May 16, 11:10 - 11:30 |
Presentation: |
Lecture
|
Topic: |
Signal Processing Theory and Methods: Detection, Estimation, Classification Theory and Applications |
Title: |
The Bayesian Abel Bound on the Mean Square Error |
Authors: |
Alexandre Renaux, Ecole Normale Superieure de Cachan, France; Philippe Forster, University Paris 10, France; Pascal Larzabal, Ecole Normale Superieure de Cachan, France; Christ Richmond, MIT Lincoln Laboratory, United States |
Abstract: |
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 Cramer-Rao bound. |