Optimal Bayesian parameter estimation with periodic criteria
Tirza Routtenberg, Joseph Tabrikian · 2010
In this paper, a new method for Bayesian periodic parameter estimation is derived using periodic cost functions. The estimation procedure is evaluated using Fourier series representation of the periodic cost functions. The minimum cyclic and the minimum periodic mean-square-error (MSE) estimators are derived. The proposed periodic estimators are applied to direction-of-arrival (DOA) estimation problem and their performance are compared with the minimum mean-square-error (MMSE) and maximum a-posteriori probability (MAP) estimators in terms of periodic MSE (PMSE).