A Ziv-Zakai type bound for hybrid parameter estimation

Abstract : In statistical signal processing, hybrid parameter estimation refers to the case where the parameters vector to estimate contains both non-random and random parameters. In this communication, we propose a new hybrid lower bound which, for the first time, includes the Ziv-Zakai bound well known for its tightness in the Bayesian context (random parameters only). For the general case of parameterized mean model with Gaussian noise, closed-form expressions of the proposed bound are provided.
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Submitted on : Monday, February 17, 2014 - 2:01:19 PM
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Chengfang Ren, Jérôme Galy, Eric Chaumette, Pascal Larzabal, Alexandre Renaux. A Ziv-Zakai type bound for hybrid parameter estimation. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2014), 2014, Firenze, Italy. ⟨hal-00947790⟩

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