DocumentCode
927692
Title
A lower bound on the estimation error for an unknown parameter with discontinuous observations (Corresp.)
Author
Gertner, Izidor
Volume
23
Issue
6
fYear
1977
fDate
11/1/1977 12:00:00 AM
Firstpage
766
Lastpage
768
Abstract
A lower bound on the mean square error for an estimate of unknown parameter is derived for the case where the observation noise is a martingale with jump discontinuities.
Keywords
Jump processes; Martingales; Parameter estimation; Convergence; Estimation error; Extraterrestrial measurements; Kernel; Mean square error methods; Parameter estimation; Probability density function; Q measurement; Random variables; Space technology;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1977.1055803
Filename
1055803
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