Methods of Signal Processing

Asymptotic Behavior of the Bayes Estimates of a Signal Parameter in the Presence of Nonstationary Normal Noise

A. P. Trifonov


Abstract: It is shown that for large classes of a priori distributions and loss functions the Bayes estimate reduces to the conditional maximum-likelihood estimate for an unbounded increase of the signal-to-noise ratio. An approximate calculation is carried out for the error of approximation of the Bayes estimate by its limiting value for large but finite signal-to-noise ratios.

UDC: 621.391.1, 519.25

Received: 26.02.1971
Revised: 17.01.1972

 English version: Problems of Information Transmission, 1972, 8:4, 305–312

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