ASYMPTOTIC BEHAVIOR OF THE BAYES ESTIMATES OF A SIGNAL PARAMETER IN THE PRESENCE OF NONSTATIONARY NORMAL NOISE.

被引：0

作者：

Trifonov, A.P.

机构：

来源：

Problems of Information Transmission (English translation of Problemy Peredachi Informatsii) | 1972年 / 8卷 / 04期

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D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

It is shown that for large classes of a priori distributions and loss functions the Bayes estimate reduces to the conditional maximum-likelihood estimate for an unbounded increase of the signal-to-noise ratio. An approximate calculation is carried out for the error of approximation of the Bayes estimate by its limiting value for large but finite signal-to-noise ratios.

引用

页码：305 / 312

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