Re: What is the optimal estimator?

On 12月4日, 上午1时23分, Rune Allnor <all...@xxxxxxxxxxxx> wrote:
On 3 Des, 18:04, Tim Wescott <t...@xxxxxxxxxxxxxxxx> wrote:

On Sat, 03 Dec 2011 05:41:48 -0800, zqchen wrote:
Consider an unknown DC level in a white Gaussian noise with zero mean
and unknown variance. The value of the DC level is restricted to a range
of [A0, A1], the observations, that is the DC level plus WGN are also
restricted in this range. Then what is the optimal estimator for the DC
level and the variance of the noise?

Nonlinear.

Tell us more. If it's a real application tell us what it is. If it's
homework, tell us that, or go talk to your TA.

We _will_ help you with homework -- we'll just help you differently than
we would if it were real work.

And we *can* tell the difference, if you try and
disguise a homework assignment as real work.

Rune

Think about a pixel with unknown grayscale value corrupted by WGN. The
grayscale value and the observation are all restricted in the range of
0 to 255. If the value and noise variance are to be estimated, what
are the best estimator?
.

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