RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Probl. Peredachi Inf.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Probl. Peredachi Inf., 1974, Volume 10, Issue 1, Pages 39–59 (Mi ppi1018)  

This article is cited in 3 scientific papers (total in 3 papers)

Methods of Signal Processing

Estimation of a Signal Parameter in Gaussian White Noise

I. A. Ibragimov, R. Z. Khas'minskii


Abstract: The asymptotic properties of the maximum-likelihood estimator (MLE), truncated MLE, and Bayes estimators of a one-dimensional parameter are investigated for the transmission of a continuous signal in a channel with Gaussian white noise. The conditions are determined under which the consistency and asymptotic efficiency of these estimators (i.e., in the terminology of Kotel'nikov [Theory of Potential Noise Immunity, Moscow–Leningrad, Gosenergoizdat, 1956 (in Russian)], the absence of anomaly) are guaranteed. The results obtained in this connection may be regarded as a mathematically rigorous expression of the assertion in the book cited that anomaly is absent if the noise is sufficiently small and different branches of the signal curve do not pass too close to one another. Frequency modulation is studied in closer detail. In particular, an exponentially exact bound is found for the width of the band in which a consistent estimate of the parameter is obtainable, i.e., anomaly is absent, for a given transmission time.

Full text: PDF file (1886 kB)

English version:
Problems of Information Transmission, 1974, 10:1, 31–46

Bibliographic databases:

UDC: 621.391.1:51
Received: 03.07.1972

Citation: I. A. Ibragimov, R. Z. Khas'minskii, “Estimation of a Signal Parameter in Gaussian White Noise”, Probl. Peredachi Inf., 10:1 (1974), 39–59; Problems Inform. Transmission, 10:1 (1974), 31–46

Citation in format AMSBIB
\Bibitem{IbrKha74}
\by I.~A.~Ibragimov, R.~Z.~Khas'minskii
\paper Estimation of a Signal Parameter in Gaussian White Noise
\jour Probl. Peredachi Inf.
\yr 1974
\vol 10
\issue 1
\pages 39--59
\mathnet{http://mi.mathnet.ru/ppi1018}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=403126}
\zmath{https://zbmath.org/?q=an:0305.93047}
\transl
\jour Problems Inform. Transmission
\yr 1974
\vol 10
\issue 1
\pages 31--46


Linking options:
  • http://mi.mathnet.ru/eng/ppi1018
  • http://mi.mathnet.ru/eng/ppi/v10/i1/p39

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. M. V. Burnashev, “Asymptotic expansions for estimates of a signal parameter in Gaussian white noise”, Math. USSR-Sb., 33:2 (1977), 159–184  mathnet  crossref  mathscinet  zmath  isi
    2. M. V. Burnashev, “Investigation of second order properties of statistical estimators in a scheme of independent observations”, Math. USSR-Izv., 18:3 (1982), 439–467  mathnet  crossref  mathscinet  zmath
    3. G. K. Golubev, V. G. Potapov, “On statistical problems in geolocation”, Problems Inform. Transmission, 49:3 (2013), 249–275  mathnet  crossref  isi  elib
  • Проблемы передачи информации Problems of Information Transmission
    Number of views:
    This page:302
    Full text:130
    First page:2

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019