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Analytic and Asymptotic Analysis of Bayesian Cramér-Rao Bound for Dynamical Phase Offset Estimation

Abstract : In this paper, we present a closed-form expression of a Bayesian Cramér-Rao lower bound for the estimation of a dynamical phase offset in a non-data-aided BPSK transmitting context. This kind of bound is derived considering two different scenarios: a first expression is obtained in an off-line context and then, a second expression in an on-line context logically follows. The SNR-asymptotic expressions of this bound drive us to introduce a new asymptotic bound, namely the Asymptotic Bayesian Cramér-Rao Bound. This bound is close to the classical Bayesian bound but is easier to evaluate.
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Stéphanie Bay, Cédric Herzet, Jean-Marc Brossier, Jean-Pierre Barbot, Benoit Geller. Analytic and Asymptotic Analysis of Bayesian Cramér-Rao Bound for Dynamical Phase Offset Estimation. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2008, 56 (1), pp.61-70. ⟨10.1109/TSP.2007.906760⟩. ⟨hal-01225814⟩

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