Mallat, A.Gezici, SinanDardari, D.Craeye, C.Vandendorpe, L.2016-02-082016-02-0820141053-587Xhttp://hdl.handle.net/11693/25036In 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.EnglishMaximum likelihood estimatorMean-squared errorThreshold and ambiguity phenomenaTime-of-arrivalUpper and lowers boundsMaximum likelihood estimatorMean squared errorNon-linear estimationStatistics of the MLE and approximate upper and lower bounds-Part I: Application to TOA estimationArticle10.1109/TSP.2014.2355771