Statistics of the MLE and approximate upper and lower bounds-Part I: Application to TOA estimation

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buir.contributor.authorGezici, Sinan
dc.citation.epage5676en_US
dc.citation.issueNumber21en_US
dc.citation.spage5663en_US
dc.citation.volumeNumber62en_US
dc.contributor.authorMallat, A.en_US
dc.contributor.authorGezici, Sinanen_US
dc.contributor.authorDardari, D.en_US
dc.contributor.authorCraeye, C.en_US
dc.contributor.authorVandendorpe, L.en_US
dc.date.accessioned2016-02-08T10:38:07Z
dc.date.available2016-02-08T10:38:07Z
dc.date.issued2014en_US
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractIn nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramér-Rao lower bound at low and medium signal-to-noise ratios (SNRs) due the threshold and ambiguity phenomena. In order to evaluate the achieved mean-squared error (MSE) at those SNR levels, we propose new MSE approximations (MSEA) and an approximate upper bound by using the method of interval estimation (MIE). The mean and the distribution of the MLE are approximated as well. The MIE consists in splitting the a priori domain of the unknown parameter into intervals and computing the statistics of the estimator in each interval. Also, we derive an approximate lower bound (ALB) based on the Taylor series expansion of noise and an ALB family by employing the binary detection principle. The accuracy of the proposed MSEAs and the tightness of the derived approximate bounds are validated by considering the example of time-of-arrival estimation.en_US
dc.identifier.doi10.1109/TSP.2014.2355771en_US
dc.identifier.issn1053-587X
dc.identifier.urihttp://hdl.handle.net/11693/25036
dc.language.isoEnglishen_US
dc.publisherInstitute of Electrical and Electronics Engineers Inc.en_US
dc.relation.isversionofhttp://dx.doi.org/10.1109/TSP.2014.2355771en_US
dc.source.titleIEEE Transactions on Signal Processingen_US
dc.subjectMaximum likelihood estimatoren_US
dc.subjectMean-squared erroren_US
dc.subjectThreshold and ambiguity phenomenaen_US
dc.subjectTime-of-arrivalen_US
dc.subjectUpper and lowers boundsen_US
dc.subjectMaximum likelihood estimatoren_US
dc.subjectMean squared erroren_US
dc.subjectNon-linear estimationen_US
dc.titleStatistics of the MLE and approximate upper and lower bounds-Part I: Application to TOA estimationen_US
dc.typeArticleen_US

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