Abstracf-New bounds are presented for the maximum accuracy with which parameters of signals imbedded in white noise can be estimated. The bounds are derived by comparing the estimation problem with… (More)

The following model for the white Gaussian channel with or without feedback is considered: Y(t) = s t d(~,Y,,~,d ds + w(r) 0 where m denotes the message, Y(t) denotes the channel output at t ime t,… (More)

This paper considers the model of an arbitrarily distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean-square error of the… (More)

The paper considers (a) Representations of measure preserving transformations (“rotations”) on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations {Tθw, 0 ≤… (More)

Suppose that T is a map of the Wiener space into itself, of the following type: T = I + u where u takes its values in the Cameron-Martin space H. Assume also that u is a finite sum of H-valued… (More)