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.

引用

页码：1202 / 1211

页数：10

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