|
Problemy Peredachi Informatsii, 1972, Volume 8, Issue 4, Pages 46–54
(Mi ppi866)
|
|
|
|
Methods of Signal Processing
Asymptotic Behavior of the Bayes Estimates of a Signal Parameter in the Presence of Nonstationary Normal Noise
A. P. Trifonov
Abstract:
It is shown that for large classes of a priori distributions and loss functions the Bayes estimate reduces to the conditional maximum-likelihood estimate for an unbounded increase of the signal-to-noise ratio. An approximate calculation is carried out for the error of approximation of the Bayes estimate by its limiting value for large but finite signal-to-noise ratios.
Received: 26.02.1971 Revised: 17.01.1972
Citation:
A. P. Trifonov, “Asymptotic Behavior of the Bayes Estimates of a Signal Parameter in the Presence of Nonstationary Normal Noise”, Probl. Peredachi Inf., 8:4 (1972), 46–54; Problems Inform. Transmission, 8:4 (1972), 305–312
Linking options:
https://www.mathnet.ru/eng/ppi866 https://www.mathnet.ru/eng/ppi/v8/i4/p46
|
|