|
Problemy Peredachi Informatsii, 1979, Volume 15, Issue 3, Pages 61–69
(Mi ppi1500)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Methods of Signal Processing
On Computation of Efficiency of Maximum-Likelihood Estimate When Observing a Discontinuous Signal in White Noise
G. K. Golubev
Abstract:
In observing a discontinuous signal in white Gaussian noise with a spectral density of $\varepsilon^2$ the mean-square risk of the best estimate of the shift parameter for $\varepsilon\to\infty$ is of magnitude $C\varepsilon^4/r^4+o(\varepsilon^4)$, where $r^2$ is the sum of the squares of the signal jumps. In this paper, identities linking the quadratic risks of equivariant estimates are used to find the value of the constant $C$.
Received: 19.12.1977
Citation:
G. K. Golubev, “On Computation of Efficiency of Maximum-Likelihood Estimate When Observing a Discontinuous Signal in White Noise”, Probl. Peredachi Inf., 15:3 (1979), 61–69; Problems Inform. Transmission, 15:3 (1979), 206–212
Linking options:
https://www.mathnet.ru/eng/ppi1500 https://www.mathnet.ru/eng/ppi/v15/i3/p61
|
Statistics & downloads: |
Abstract page: | 222 | Full-text PDF : | 108 |
|