Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking
The bayesian abel bound on the mean square error
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Renaux, A; Forster, P; Larrabal, P; Richmond, C
January 1, 2007
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-Zakaï bound, and the Bayesian Cramér-Rao bound.
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Renaux, A., Forster, P., Larrabal, P., & Richmond, C. (2007). The bayesian abel bound on the mean square error. In Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking (pp. 176–179). https://doi.org/10.1109/9780470544198.ch12
Renaux, A., P. Forster, P. Larrabal, and C. Richmond. “The bayesian abel bound on the mean square error.” In Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking, 176–79, 2007. https://doi.org/10.1109/9780470544198.ch12.
Renaux A, Forster P, Larrabal P, Richmond C. The bayesian abel bound on the mean square error. In: Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking. 2007. p. 176–9.
Renaux, A., et al. “The bayesian abel bound on the mean square error.” Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking, 2007, pp. 176–79. Scopus, doi:10.1109/9780470544198.ch12.
Renaux A, Forster P, Larrabal P, Richmond C. The bayesian abel bound on the mean square error. Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking. 2007. p. 176–179.