SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

A New Derivation of the Bayesian Bounds for Parameter Estimation

Author(s)

Alexandre Renaux	SATIE / UMR8029
Philippe Forster	GEA / IUT Ville d'Avray
Pascal Larzabal	SATIE / UMR8029

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Abstract

This paper deals with minimal bounds in the Bayesian context. We express the minimum mean square error of the conditional mean estimator as the solution of a continuously constrained optimization problem. And, by relaxing these constraints, we obtain the bounds of the Weiss-Weinstein family. Moreover, this method enables us to derive new bounds as the Bayesian version of the deterministic Abel bound.