On the accuracy of estimating the parameters of a regular stationary process

被引：7
|
作者：
Friedlander, B [1 ]
Francos, J [1 ]
机构：
[1] BEN GURION UNIV NEGEV,DEPT ELECT & COMP ENGN,IL-84105 BEER SHEVA,ISRAEL
来源：
IEEE TRANSACTIONS ON INFORMATION THEORY | 1996年 / 42卷 / 04期
关键词：
stationary process; Weld decomposition; purely indeterministic process; deterministic process; Cramer-Rao bound;
D O I：
10.1109/18.508842
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Any regular stationary random processes can be represented as the sum of a purely indeterministic process and a deterministic one, This paper considers the achievable accuracy in the joint estimation of the parameters of these two components, from a single observed realization of the process, An exact form of the Cramer-Rao Bound (CRB) is derived, as well as a conditional CRB, The relationships between these bounds, and their relations to the previously derived asymptotic bound, are explored by analysis and numerical examples.
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页码：1202 / 1211
页数：10
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