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Journal Electromagnetic Waves and Electronic Systems №7 for 2012 г.
Article in number:
Estimations of arrival time and duration of a signal with unknown amplitude
Keywords: arrival time duration quasi-likelihood estimation estimation of the maximal-likelihood quasi-optimal estimation probability density shift of estimation dispersion of the estimation drift coefficient diffusion coefficient Markov process
Authors:
А.P. Trifonov, Yu.E. Korchagin, P.A. Kondratovich
Abstract:
Structure of the quasi-likelihood gauge of the estimations of arrival time and duration of the signal with unknown amplitude for certain expected amplitude of the signal is considered. Asymptotic joint probability density, shift and dispersion of the estimations of the arrival time and duration of the signal for certain expected amplitude of the signal are found. Losses in accuracy of estimations of arrival time and duration of signal as a result of the discrepancy between amplitude of received signal and amplitude of the expected signal are determined. Structure of maximal-likelihood gauge for measuring the signal with unknown amplitude is determined. Complexity of its realization as a result of its multichannel structure is considered. Double-channeled structure of the quasi-optimal gauge simplifying the realization of the gauge is proposed. Asymptotic characteristics of the proposed algorithm are found. Efficiency of the quasi-optimal estimations is proved to asymptotically coincide with a priory known amplitude. Dependencies characterizing the advantage in accuracy of these estimations over the estimations in case of certain expected amplitude are found.
Pages: 4-15
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