论文部分内容阅读
本文研究了在噪声中信号时变参数的非线性估计,提出了瞬时最大似然估计的概念,证明了这个瞬时最大似然估计是渐近充份的,给出了最佳估计的新途径;其实质是把信号时变参数非线性估计这样一个难题,分解为求出瞬时最大似然估计和对瞬时最大似然估计的最佳处理。文中定义实现瞬时最大似然估计的装置为最佳差调器,给出了它的一般构造。 附录比较了本文和D.C.Youla及D.L.Snyder等文的结果。
In this paper, the nonlinear estimation of time - varying parameters in noise is studied and the concept of instantaneous maximum likelihood estimation is proposed. It is proved that this instantaneous maximum likelihood estimation is asymptotically sufficient and a new way of best estimation is given. The essence is to decompose such a problem of time-varying nonlinear parameter estimation into instantaneous maximum likelihood estimation and instantaneous maximum likelihood estimation. The definition of instantaneous maximum likelihood estimation device for the best differential, given its general structure. The appendix compares the results of this article with those of D.C. Youla and D.L.Snyder.