Methods of Signal Processing

Analysis of Second-Order Properties of Bayesian Estimates of Signal Parameter in White Gaussian Noise

M. V. Burnashev


Abstract: The article investigates asymptotic expansions of Bayesian estimates, as well as their distribution functions and moments, in the problem of estimating an unknown parameter on the basis of observation of a diffusion process.

UDC: 621.391.15:519.2

Received: 21.02.1980
Revised: 10.10.1980

 English version: Problems of Information Transmission, 1981, 17:2, 117–126

Bibliographic databases:

• 
•