Distance measures and estimation performance bounds for continuous-time data (Corresp.)

DOI10.1109/TIT.1982.1056584zbMath0509.62079MaRDI QIDQ4747426

Dimitri Kazakos

Publication date: 1982

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

mean square errormaximum-likelihood estimatesdistance measuresBayes estimatesrecursive expressionscontinuous-time stationary vector-Gaussian processesestimation performance bounds

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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