Accuracy of approximation of Bayes estimates in presence of noninformative parameters
Abstract
The asymptotic behavior of multidimensional a posterior distributions as the signal-to-noise ratio increases is used for construction of quasioptimum estimates. It is found that a maximum-likelihood estimate approximates a Bayes estimates with asymptotically decreasing mean square error. The procedure is applicable to a signal with a multidimensional Gaussian distribution of unknown parameters, calculation of the approximation error becoming quite simple when all unknown parameters are not energy related. A pulse signal with linear frequency modulation mixed with a white noise at the receiver input illustrates how the presence of a noninformative parameter, in this case the Gaussian random frequency, decreases the accuracy of this approximation for estimating the Gaussian random position of the signal in time.
- Publication:
-
USSR Rept Electron Elec Eng JPRS UEE
- Pub Date:
- January 1985
- Bibcode:
- 1985RpEEE.......32T
- Keywords:
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- Asymptotic Properties;
- Bayes Theorem;
- Estimates;
- Maximum Likelihood Estimates;
- Pulse Generators;
- Signal Analysis;
- Signal To Noise Ratios;
- Error Analysis;
- Mean Square Values;
- Normal Density Functions;
- Numerical Analysis;
- Random Noise;
- Communications and Radar