Methods of Signal Processing

On Problems of Estimation with Limited Resources

V. V. Zyablov, A. M. Samarov, R. Z. Khas'minskii


Abstract: Some lower bounds on the mean-square estimation quality are given for independent observations with constraints on the number of operations $m$ the the observer (the “statistician”) can use to extract information from observations and on the number of possible values of the statistic $L$. These bounds depend on the combined action of two factors: the finite nature of the number of observations and the necessity of considering a quantized sample. It is shown that, under the given conditions, these bounds are asymptotically attainable.

UDC: 621.391.1, 519.28

Received: 23.01.1976

 English version: Problems of Information Transmission, 1977, 13:3, 185–194

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