On Some Singularities in Parameter Estimation Problems

被引:2
|
作者
S. Amari
M. V. Burnashev
机构
[1] RIKEN Brain Science Institute,
[2] Institute for Information Transmission Problems,undefined
[3] RAS,undefined
关键词
Parameter Estimation; System Theory; Maximum Likelihood Estimate; Likelihood Estimate; Gaussian Noise;
D O I
10.1023/B:PRIT.0000011274.44405.9b
中图分类号
学科分类号
摘要
Assume that there are two identical remote objects and we want to estimate the distance to the closest of them and the distance between objects. For that purpose, some device (like a radar) is used, and the observed signal is the sum of signals reflected by each object. Moreover, the observed signal is corrupted by white Gaussian noise. Singularity (i.e., very poor estimation accuracy) occurs in this problem if objects are very close to each other. Our aim is to demonstrate this inevitable singularity by the example of the maximum likelihood estimate and also to show that it takes place for any other estimate.
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页码:352 / 372
页数:20
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