Bounds on Estimation
نویسندگان
چکیده
We review several universal lower bounds on statistical estimation, including deterministic bounds on unbiased estimators such as Cramér-Rao bound and Barankin-type bound, as well as Bayesian bounds such as Ziv-Zakai bound. We present explicit forms of these bounds, illustrate their usage for parameter estimation in Gaussian additive noise, and compare their tightness.
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تاریخ انتشار 2015