A ZIV-ZAKAı ̈ TYPE BOUND FOR HYBRID PARAMETER ESTIMATION

In statistical signal processing, hybrid parameter estimation refers to the case where the parameters vector to estimate con-tains both non-random and random parameters. In this com-munication, we propose a new hybrid lower bound which, for the first time, includes the Ziv-Zakaı ̈ bound well known for its tightness in the Bayesian context (random parameters only). For the general case of parameterized mean model with Gaus-sian noise, closed-form expressions of the proposed bound are provided. Index Terms — Parameter estimation, Ziv-Zakaı ̈ bounds, hybrid bounds, SNR threshol