Abstract:
Assume that an unknown parameter $\theta\in[0,1]$, while a modulating signal $S_t(\theta)$ is transmitted over a channel with white Gaussian noise
$$
dX_t=S_t(\theta)dt+dW_t,\quad t\in T,\quad \theta\in\Theta=[0,1],
$$
where $S_t(\theta)$ satisfies only the energy constraint
$$
\int^1_0\|S_t(\theta)\|^2d\theta\leqslant A.
$$
New upper and lower bounds are obtained for the minimum possible mean $\alpha$-power risk
$$
e_\alpha(A)=\inf_{S,\hat{\theta}}e_\alpha(S,\hat{\theta})
$$
In particular, for $\alpha\geqslant3$ the exponents of the upper and lower bounds coincide.