IEEE Transactions on Information Theory · 1969 · 343 citations · 8 references
EngineeringComputer ScienceElectrical EngineeringOptimizationTime Series AnalysisUncertainty QuantificationDigital Signal ProcessingEstimation TheoryParameter EstimationParameter Estimation Under UncertaintySignal Detection TheorySignal ProcessingAccuracyLower BoundsNoise EstimationWhite Noise
New bounds are presented for the maximum accuracy with which parameters of signals imbedded in white noise can be estimated. The bounds are derived by comparing the estimation problem with related optimal detection problems. They are, with few exceptions, independent of the bias and include explicitly the dependence on the a priori interval. The new results are compared with previously known results.
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Extraction of Signals from Noise
L. A. Wainstein, V. D. Zubakov, Albert A. Mullin · American Journal of Physics · 1963 · 207 citations