Title :
A lower bound on the estimation error for an unknown parameter with discontinuous observations (Corresp.)
fDate :
11/1/1977 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1977.1055803
