The problem of estimating parameters theta which determine the mean mu ( theta ) of a Gaussian-distributed observation X is considered. It is noted that the maximum-likelihood (ML) estimate, in this case the least-squares estimate, has desirable statistical properties but can be difficult to compute when mu ( theta ) is a nonlinear function of theta . An estimate formed by combining ML estimates based on subsections of the data vector X is proposed as a computationally inexpensive alternative. The main result is that this alternative estimate, termed here the divide-and-conquer (DAC) estimate, has ML performance in the small-error region when X is appropriately subdivided. As an example application, an inexpensive range-difference-based position estimator is derived and shown by means of Monte-Carlo simulation to have small-error-region mean-square error equal to the Cramer-Rao lower bound.<>


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    Titel :

    A divide and conquer approach to least-squares estimation


    Beteiligte:
    Abel, J.S. (Autor:in)


    Erscheinungsdatum :

    1990-03-01


    Format / Umfang :

    314058 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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