An upper bound on the mean-square error for Bayesian parameter estimators (Corresp.)

The estimation of unknown parameters of deterministic time-varying signals contaminated with additive Gausaian white noise is considered, and an upper bound is obtained for the mean-square estimation error. As an example, the theory is applied to the synchronous demodulation of pulse frequency-modulated (PFM) signals in Gaussian white noise. Manuscript received July 3, 1975; revised January 5, 1976. This work was supported in part by the Australian Research Grants Committee and Radio Research Board, The authors are with the Department of Electrical Engineering, Universit y of Newcastle, N.S. W., Australia. Copyright @ 1976 bv The Institute of Electrical and Electronics Engineers, Inc. Printed in U.S.A. Annals No. 6091T022