Title :
Estimation of a random variable based on multidimensional data
Author :
Wise, Gary L. ; Hall, Eric B.
Author_Institution :
Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
Abstract :
Several aspects of the mean square estimation of a second-order random variable based upon elements from a random field are considered. The role of the underlying probability space is stressed. Numerous examples are presented that point out many of the subtleties associated with this endeavor
Keywords :
parameter estimation; probability; random processes; mean square estimation; multidimensional data; multiparameter martingales; second-order random variable; underlying probability space; Filtration; Mathematics; Mean square error methods; Measurement standards; Multidimensional systems; Random variables;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226237
