DocumentCode
818748
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
Volume
39
Issue
1
fYear
1993
fDate
1/1/1993 12:00:00 AM
Firstpage
254
Lastpage
257
Abstract
In estimating the unknown location of a rectangular signal observed with white noise, the asymptotic risks of three important estimators are compared under L 1/L 2 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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.179369
Filename
179369
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