A Class of Bayesian Lower Bounds for Parameter Estimation Via Arbitrary Test-Point Transformation

In this article, a new class of global mean-squared-error (MSE) lower bound for Bayesian parameter estimation is derived. First, it is shown that under the non-Bayesian framework, the Hammersley-Chapman-Robbins (HCR) for the problem of single-source parameter estimation, is related to the corresponding ambiguity function. This result is achieved by judicious choice of signal test-point. This result implies that optimal shift test-points may be parameter-dependent, but this approach cannot be imitated in test-point based Bayesian bounds, where the test-points should be independent of the random parameters. Based on this observation, a new class Bayesian MSE lower bound is derived. In the proposed class, the shift test-points in the Cauchy-Schwarz based bounds are substituted with arbitrary transformations. The proposed class generalizes the Weiss-Weinstein bound (WWB) to arbitrary transformations. For the problem of single source parameter estimation, a scaling transformation for the signal test-point is proposed based on the structure of the optimal test-point in the HCR bound in the non-Bayesian framework. The test-point scale parameters are analytically optimized and a closed-form expression for the bound, which depends on the ambiguity function, is derived. For the problem of direction-of-arrival (DOA) estimation using a linear array, a nonlinear transformation for the parameter of interest is proposed. In the problems of frequency estimation and DOA estimation, the propos...
Source: IEEE Transactions on Signal Processing - Category: Biomedical Engineering Source Type: research