Title :
An upper bound on the mean-square error for Bayesian parameter estimators (Corresp.)
Author :
Hawkes, R. ; Moore, James
fDate :
9/1/1976 12:00:00 AM
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 :
Bayes procedures; Least-squares estimation; PFM modulation/demodulation; Parameter estimation; Bayesian methods; Eigenvalues and eigenfunctions; Estimation theory; Extraterrestrial measurements; Hilbert space; Parameter estimation; Q measurement; Random variables; Stochastic processes; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1976.1055593
