The accuracy of estimating the parameters of stationary processes

Joseph M. Francos; Benjamin Friedlander

doi:10.1109/ISIT.1994.395049

The accuracy of estimating the parameters of stationary processes

Joseph M. Francos, Benjamin Friedlander

School of Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Addresses 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. The special case of establishing bounds on the estimation accuracy of the parameters of harmonic components in the presence of noise with a known spectrum or covariance function has been studied quite extensively, especially for the case in which the noise is white. However, relatively little work seems to have been done for the case of harmonic components in unknown noise. The authors concentrate on a solution to the problem of the achievable accuracy in jointly estimating the parameters of the harmonic (deterministic) and purely indeterministic components of the process, based on a finite length, single observed realization of this process.

Original language	English
Title of host publication	Proceedings - 1994 IEEE International Symposium on Information Theory, ISIT 1994
Publisher	Institute of Electrical and Electronics Engineers
Pages	434
Number of pages	1
ISBN (Print)	0780320158, 9780780320154
DOIs	https://doi.org/10.1109/ISIT.1994.395049
State	Published - 1 Jan 1994
Event	1994 IEEE International Symposium on Information Theory, ISIT 1994 - Trondheim, Norway Duration: 27 Jun 1994 → 1 Jul 1994

Publication series

Name	IEEE International Symposium on Information Theory - Proceedings
ISSN (Print)	2157-8095

Conference

Conference	1994 IEEE International Symposium on Information Theory, ISIT 1994
Country/Territory	Norway
City	Trondheim
Period	27/06/94 → 1/07/94

ASJC Scopus subject areas

Theoretical Computer Science
Information Systems
Modeling and Simulation
Applied Mathematics

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10.1109/ISIT.1994.395049

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Francos, J. M., & Friedlander, B. (1994). The accuracy of estimating the parameters of stationary processes. In Proceedings - 1994 IEEE International Symposium on Information Theory, ISIT 1994 (pp. 434). Article 395049 (IEEE International Symposium on Information Theory - Proceedings). Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/ISIT.1994.395049

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title = "The accuracy of estimating the parameters of stationary processes",

abstract = "Addresses 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. The special case of establishing bounds on the estimation accuracy of the parameters of harmonic components in the presence of noise with a known spectrum or covariance function has been studied quite extensively, especially for the case in which the noise is white. However, relatively little work seems to have been done for the case of harmonic components in unknown noise. The authors concentrate on a solution to the problem of the achievable accuracy in jointly estimating the parameters of the harmonic (deterministic) and purely indeterministic components of the process, based on a finite length, single observed realization of this process.",

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Francos, JM & Friedlander, B 1994, The accuracy of estimating the parameters of stationary processes. in Proceedings - 1994 IEEE International Symposium on Information Theory, ISIT 1994., 395049, IEEE International Symposium on Information Theory - Proceedings, Institute of Electrical and Electronics Engineers, pp. 434, 1994 IEEE International Symposium on Information Theory, ISIT 1994, Trondheim, Norway, 27/06/94. https://doi.org/10.1109/ISIT.1994.395049

The accuracy of estimating the parameters of stationary processes. / Francos, Joseph M.; Friedlander, Benjamin.
Proceedings - 1994 IEEE International Symposium on Information Theory, ISIT 1994. Institute of Electrical and Electronics Engineers, 1994. p. 434 395049 (IEEE International Symposium on Information Theory - Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AB - Addresses 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. The special case of establishing bounds on the estimation accuracy of the parameters of harmonic components in the presence of noise with a known spectrum or covariance function has been studied quite extensively, especially for the case in which the noise is white. However, relatively little work seems to have been done for the case of harmonic components in unknown noise. The authors concentrate on a solution to the problem of the achievable accuracy in jointly estimating the parameters of the harmonic (deterministic) and purely indeterministic components of the process, based on a finite length, single observed realization of this process.

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ER -

The accuracy of estimating the parameters of stationary processes

Abstract

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