TY - GEN
T1 - A Bayesian lower bound for parameters with bounded support priors
AU - Ramakrishna, Raksha
AU - Scaglione, Anna
N1 - Funding Information:
This work was funded in part by the Advanced Research Projects Agency-Energy (ARPA-E), U.S. Department of Energy, under Award Number DE-AR0000696 and National Science Foundation under grant number CPS-1549923.The views and opinions of authors expressed herein do not necessarily state or reflect those of the United States Government or any agency thereof.
Publisher Copyright:
© 2020 IEEE.
PY - 2020/3
Y1 - 2020/3
N2 - In this paper, we derive a Bayesian lower bound on the estimation of a scalar parameter whose prior distribution is assumed to have a bounded support. For such truncated prior distributions it is well known that the Bayesian Cramer-Rao bound (BCRB) does not hold. We also analyze the tightness of this bound for maximum a-posteriori estimators (MAP) in the case of conditionally Gaussian observations and highlight some interesting properties. Numerical results illustrate the tightness of this bound. We also study the utility of this bound in an application to a real-world system of fault detection in solar panels.
AB - In this paper, we derive a Bayesian lower bound on the estimation of a scalar parameter whose prior distribution is assumed to have a bounded support. For such truncated prior distributions it is well known that the Bayesian Cramer-Rao bound (BCRB) does not hold. We also analyze the tightness of this bound for maximum a-posteriori estimators (MAP) in the case of conditionally Gaussian observations and highlight some interesting properties. Numerical results illustrate the tightness of this bound. We also study the utility of this bound in an application to a real-world system of fault detection in solar panels.
UR - http://www.scopus.com/inward/record.url?scp=85085260686&partnerID=8YFLogxK
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U2 - 10.1109/CISS48834.2020.1570624061
DO - 10.1109/CISS48834.2020.1570624061
M3 - Conference contribution
AN - SCOPUS:85085260686
T3 - 2020 54th Annual Conference on Information Sciences and Systems, CISS 2020
BT - 2020 54th Annual Conference on Information Sciences and Systems, CISS 2020
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 54th Annual Conference on Information Sciences and Systems, CISS 2020
Y2 - 18 March 2020 through 20 March 2020
ER -