Distance measures and estimation performance bounds for continuous-time data (Corresp.) |
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Abstract: | Recursive expressions for certain distance measures between continuous-time stationary vector-Gaussian processes are derived and used to derive upper bounds to the mean square error performance of the Bayes and maximum-likelihood estimates of a parameter, when only a finite-valued parameter set is used. The question of convergence when the true parameter value does not belong to the finite set is also answered. |
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