On lower bounds for deterministic parameter estimation

We have revisited and solved the problem of establishing lower bounds for the estimation of deterministic parameters by means of a constrained optimization problem. We show that these various bounds (Cramer-Rao, Barankin, Battacharyya) can be easily obtained as the result of an optimization by impozing the bias of the estimator. Simulations results are presented in spectral analysis.

[1]  D. G. Chapman,et al.  Minimum Variance Estimation Without Regularity Assumptions , 1951 .

[2]  E. Barankin.  Locally Best Unbiased Estimates , 1949 .

[3]  Thomas L. Marzetta.  Computing the Barankin bound, by solving an unconstrained quadratic optimization problem , 1997, 1997 IEEE International Conference on Acoustics, Speech, and Signal Processing.

[4]  Jonathan S. Abel,et al.  A bound on mean-square-estimate error , 1993, IEEE Trans. Inf. Theory.