• DocumentCode
    818748
  • Title

    The asymptotic risk in a signal parameter estimation problem

  • Author

    Brown, Lawrence D. ; Liu, Richard C.

  • Author_Institution
    Dept. of Math., Cornell Univ., Ithaca, NY, USA
  • Volume
    39
  • Issue
    1
  • fYear
    1993
  • fDate
    1/1/1993 12:00:00 AM
  • Firstpage
    254
  • Lastpage
    257
  • Abstract
    In estimating the unknown location of a rectangular signal observed with white noise, the asymptotic risks of three important estimators are compared under L1/L2 losses. A different numerical scheme is used to improve the accuracy of I.A. Ibragimov and R.Z. Hasminskii´s (Statistical Estimation-Asymptotic Theory, 2nd. ed., New York: Springer-Verlag, 1985) result, which also leads to further information and numerical comparisons about the problem
  • Keywords
    parameter estimation; signal processing; statistical analysis; L1/L2 losses; asymptotic risk; parameter estimation; rectangular signal; white noise; Communication systems; Correlators; Delay; Estimation theory; Information theory; Libraries; Parameter estimation; Random variables; Reliability theory; Spread spectrum communication; Timing; White noise;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.179369
  • Filename
    179369