Improved Ziv-Zakai lower bound for vector parameter estimation

Author(s):  
K.L. Bell ◽  
Y. Steinberg ◽  
Y. Ephraim ◽  
H.L. Van Trees
1997 ◽  
Vol 43 (2) ◽  
pp. 624-637 ◽  
Author(s):  
K.L. Bell ◽  
Y. Steinberg ◽  
Y. Ephraim ◽  
H.L. Van Trees

2015 ◽  
Vol 3 (1-2) ◽  
pp. 32-51 ◽  
Author(s):  
Nori Jacoby ◽  
Peter E. Keller ◽  
Bruno H. Repp ◽  
Merav Ahissar ◽  
Naftali Tishby

The mechanisms that support sensorimotor synchronization — that is, the temporal coordination of movement with an external rhythm — are often investigated using linear computational models. The main method used for estimating the parameters of this type of model was established in the seminal work of Vorberg and Schulze (2002), and is based on fitting the model to the observed auto-covariance function of asynchronies between movements and pacing events. Vorberg and Schulze also identified the problem of parameter interdependence, namely, that different sets of parameters might yield almost identical fits, and therefore the estimation method cannot determine the parameters uniquely. This problem results in a large estimation error and bias, thereby limiting the explanatory power of existing linear models of sensorimotor synchronization. We present a mathematical analysis of the parameter interdependence problem. By applying the Cramér–Rao lower bound, a general lower bound limiting the accuracy of any parameter estimation procedure, we prove that the mathematical structure of the linear models used in the literature determines that this problem cannot be resolved by any unbiased estimation method without adopting further assumptions. We then show that adding a simple and empirically justified constraint on the parameter space — assuming a relationship between the variances of the noise terms in the model — resolves the problem. In a follow-up paper in this volume, we present a novel estimation technique that uses this constraint in conjunction with matrix algebra to reliably estimate the parameters of almost all linear models used in the literature.


1998 ◽  
Vol 46 (1) ◽  
pp. 52-60 ◽  
Author(s):  
F. Gini ◽  
R. Reggiannini ◽  
U. Mengali

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