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Problemy Peredachi Informatsii, 1974, Volume 10, Issue 1, Pages 39–59 (Mi ppi1018)  

This article is cited in 6 scientific papers (total in 7 papers)

Methods of Signal Processing

Estimation of a Signal Parameter in Gaussian White Noise

I. A. Ibragimov, R. Z. Khas'minskii
Abstract: The asymptotic properties of the maximum-likelihood estimator (MLE), truncated MLE, and Bayes estimators of a one-dimensional parameter are investigated for the transmission of a continuous signal in a channel with Gaussian white noise. The conditions are determined under which the consistency and asymptotic efficiency of these estimators (i.e., in the terminology of Kotel'nikov [Theory of Potential Noise Immunity, Moscow–Leningrad, Gosenergoizdat, 1956 (in Russian)], the absence of anomaly) are guaranteed. The results obtained in this connection may be regarded as a mathematically rigorous expression of the assertion in the book cited that anomaly is absent if the noise is sufficiently small and different branches of the signal curve do not pass too close to one another. Frequency modulation is studied in closer detail. In particular, an exponentially exact bound is found for the width of the band in which a consistent estimate of the parameter is obtainable, i.e., anomaly is absent, for a given transmission time.
Received: 03.07.1972
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:51
Language: Russian
Citation: I. A. Ibragimov, R. Z. Khas'minskii, “Estimation of a Signal Parameter in Gaussian White Noise”, Probl. Peredachi Inf., 10:1 (1974), 39–59; Problems Inform. Transmission, 10:1 (1974), 31–46
Citation in format AMSBIB
\Bibitem{IbrKha74}
\by I.~A.~Ibragimov, R.~Z.~Khas'minskii
\paper Estimation of a Signal Parameter in Gaussian White Noise
\jour Probl. Peredachi Inf.
\yr 1974
\vol 10
\issue 1
\pages 39--59
\mathnet{http://mi.mathnet.ru/ppi1018}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=403126}
\zmath{https://zbmath.org/?q=an:0305.93047}
\transl
\jour Problems Inform. Transmission
\yr 1974
\vol 10
\issue 1
\pages 31--46
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  • https://www.mathnet.ru/eng/ppi1018
  • https://www.mathnet.ru/eng/ppi/v10/i1/p39
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
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