The comparative analysis of estimates of the time discontinuous parameter of the random pulse synthesized using Bayesian and maximum likelihood approaches

Abstract

The algorithms for optimal and quasi-optimal estimation of the arrival time of a Gaussian random pulse with a priori known and inaccurately known duration, which is observed against the background of white Gaussian noise, is synthesized. The comparative analysis of the Bayesian (quasi-Bayesian) and maximum likelihood (quasi-likelihood) measurers of the arrival time is performed. The results of the statistical computer simulation of estimation algorithms are presented.