An upper bound on the mean-square error for Bayesian parameter estimators (Corresp.)

R. Hawkes; J.B. Moore

doi:10.1109/tit.1976.1055593

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An upper bound on the mean-square error for Bayesian parameter estimators (Corresp.)

R. Hawkes J.B. Moore

Year: 1976 Journal: IEEE Transactions on Information Theory Vol: 22 (5)Pages: 610-615 Publisher: Institute of Electrical and Electronics Engineers

DOI: 10.1109/tit.1976.1055593

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Abstract

The estimation of unknown parameters of deterministic time-varying signals contaminated with additive Gaussian white noise is considered, and an upper bound is obtained for the mean-square estimation error. As an example, the theory is applied to the synchronous demodulation of pulse frequency-modulated (PFM) signals in Gaussian white noise.

Keywords:

Additive white Gaussian noise White noise Estimator Gaussian noise Upper and lower bounds Mean squared error Mathematics Statistics Minimum mean square error Demodulation Estimation theory Square (algebra) Noise (video) Gaussian Algorithm Bayesian probability Applied mathematics Computer science Telecommunications Mathematical analysis Artificial intelligence Physics

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Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Machine Fault Diagnosis Techniques

Physical Sciences → Engineering → Control and Systems Engineering

Blind Source Separation Techniques

Physical Sciences → Computer Science → Signal Processing

An upper bound on the mean-square error for Bayesian parameter estimators (Corresp.)

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