Title :
The asymptotic risk in a signal parameter estimation problem
Author :
Brown, Lawrence D. ; Liu, Richard C.
Author_Institution :
Dept. of Math., Cornell Univ., Ithaca, NY, USA
fDate :
1/1/1993 12:00:00 AM
Abstract :
In estimating the unknown location of a rectangular signal observed with white noise, the asymptotic risks of three important estimators are compared under L1/L2 losses. A different numerical scheme is used to improve the accuracy of I.A. Ibragimov and R.Z. Hasminskii´s (Statistical Estimation-Asymptotic Theory, 2nd. ed., New York: Springer-Verlag, 1985) result, which also leads to further information and numerical comparisons about the problem
Keywords :
parameter estimation; signal processing; statistical analysis; L1/L2 losses; asymptotic risk; parameter estimation; rectangular signal; white noise; Communication systems; Correlators; Delay; Estimation theory; Information theory; Libraries; Parameter estimation; Random variables; Reliability theory; Spread spectrum communication; Timing; White noise;
Journal_Title :
Information Theory, IEEE Transactions on
