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.
Duke Scholars
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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.