Caractérisation des performances minimales d'estimation pour des modèles d'observations non-standards

Chengfang Ren 1
1 Division Signaux - L2S
L2S - Laboratoire des signaux et systèmes : 1289
Abstract : In the parametric estimation context, estimator performances can be characterized, inter alia, by the mean square error and the resolution limit. The first quantifies the accuracy of estimated values and the second defines the ability of the estimator to allow a correct resolvability. This thesis deals first with the prediction the "optimal" MSE by using lower bounds in the hybrid estimation context (i.e. when the parameter vector contains both random and non-random parameters), second with the extension of Cramér-Rao bounds for non-standard estimation problems and finally to the characterization of estimators resolution. This manuscript is then divided into three parts: First, we fill some lacks of hybrid lower bound on the MSE by using two existing Bayesian lower bounds: the Weiss-Weinstein bound and a particular form of Ziv-Zakai family lower bounds. We show that these extended lower bounds are tighter than the existing hybrid lower bounds in order to predict the optimal MSE.  Second, we extend Cramer-Rao lower bounds for uncommon estimation contexts. Precisely: (i) Where the non-random parameters are subject to equality constraints (linear or nonlinear). (ii) For discrete-time filtering problems when the evolution of states is defined by a Markov chain. (iii) When the observation model differs to the real data distribution. Finally, we study the resolution of the estimators when their probability distributions are known. This approach is an extension of the work of Oh and Kashyap and the work of Clark to multi-dimensional parameters estimation problems.
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Contributor : Chengfang Ren <>
Submitted on : Wednesday, December 2, 2015 - 5:49:52 PM
Last modification on : Thursday, December 5, 2019 - 5:26:02 PM
Long-term archiving on : Thursday, March 3, 2016 - 2:20:45 PM



  • HAL Id : tel-01237145, version 1


Chengfang Ren. Caractérisation des performances minimales d'estimation pour des modèles d'observations non-standards. Traitement du signal et de l'image [eess.SP]. Universite paris sud, 2015. Français. ⟨tel-01237145v1⟩



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