On lower bounds for deterministic parameter estimation

Abstract

Abslracl-We have revisited and solved the problem of establishing lower bounds for the estimation of determin istic parameters· by means of a constrained optimization problem. We show that these various bounds (Cramer Rao, Barankin, Battacharyya) can be easily obtained as the result of an optimization by impozing the bias of the estimator. Simulations results are presented in spectral analysis.