Abstract
The general problem of establishing bounds on the achievable estimation accuracy of the parameters of a regular stationary process, from a single observed realization of this process is addressed. The focus is on the solution to the problem of the achievable accuracy in jointly estimating the parameters of the harmonic (deterministic) and purely indeterministic components of the process. It is shown that for a Gaussian, purely indeterministic component, the bounds on the purely indeterministic and harmonic components are decoupled, regardless of the parametric model for the purely indeterministic component.
| Original language | English |
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| State | Published - 1 Dec 1994 |
| Event | Proceedings of the 1994 IEEE International Symposium on Information Theory - Trodheim, Norw Duration: 27 Jun 1994 → 1 Jul 1994 |
Conference
| Conference | Proceedings of the 1994 IEEE International Symposium on Information Theory |
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| City | Trodheim, Norw |
| Period | 27/06/94 → 1/07/94 |
ASJC Scopus subject areas
- Theoretical Computer Science
- Information Systems
- Modeling and Simulation
- Applied Mathematics