The accuracy of estimating the parameters of stationary processes

Joseph M. Francos, Benjamin Friedlander

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-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 languageEnglish
Title of host publicationProceedings - 1994 IEEE International Symposium on Information Theory, ISIT 1994
Pages434
Number of pages1
DOIs
StatePublished - 1 Dec 1994
Event1994 IEEE International Symposium on Information Theory, ISIT 1994 - Trondheim, Norway
Duration: 27 Jun 19941 Jul 1994

Publication series

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

Conference

Conference1994 IEEE International Symposium on Information Theory, ISIT 1994
Country/TerritoryNorway
CityTrondheim
Period27/06/941/07/94

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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