Abstract
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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Acknowledgements
This work was supported in part by NSF Grants CCF-1014908 and CCF-0963742, ONR Grant N000141310050, AFOSR Grant FA9550-11-1-0210.
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© 2015 Springer-Verlag London
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Nehorai, A., Tang, G. (2015). Bounds on Estimation. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5058-9_69
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DOI: https://doi.org/10.1007/978-1-4471-5058-9_69
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