1. Proceedings
  2. I3M
  3. 2019
  4. EMSS
  5. 10.46354/i3m.2019.emss.013

On estimation errors when dealing with the problems of optical telecommunications

  • a Oleg V. Chernoyarov  ,
  • b Yuri A. Kutoyants  ,
  • c Aleksandr V. Zyulkov  
  • a National Research University “Moscow Power Engineering Institute”, Moscow, Russia
  • a,b International Laboratory of Statistics of Stochastic Processes and Quantitative Finance of the National Research, Tomsk State University, Tomsk, Russia
  • a Maikop State Technological University, Maikop, Russia
  • b Le Mans University, Le Mans, France
  • c Voronezh State University, Voronezh, Russia
Cite as
Chernoyarov O.V., Kutoyants Y.A., Zyulkov A.V. (2019). On estimation errors when dealing with the problems of optical telecommunications. Proceedings of the 31st European Modeling & Simulation Symposium (EMSS 2019), pp. 75-79. DOI: https://doi.org/10.46354/i3m.2019.emss.013.

Abstract

The problem is considered of the phase and frequency estimation by the observations of periodic Poisson processes in the cases of different regularity conditions: smooth signals, cusp-type singular signals and changepoint type signals. There is described the asymptotic behavior of the mean square errors in all these situations and then the results of numerical simulations are presented.

References

  1. Kutoyants Yu.A., 1979. Intensity parameter estimation of an inhomogeneous Poisson process. Problems of Control and Information Theory, 8 (2), 1-13.
  2. Dachian S., 2003. Estimation of cusp location by Poisson observations. Statistical Inference for Stochastic Processes, 6 (1), 1-14.
  3. Kutoyants Yu.A., 1984. Parameter estimation for stochastic processes. Berlin: Heldermann.
  4. Law A.M., 2014. Simulation modeling and analysis. New York: McGrow-Hill Education.
  5. Burnashev M.V. and Kutoyants Yu.A., 1999. On sphere-packing bound, capacity and related results for Poisson channel. Problems of Information Transmission, 35 (2), 3-22.
  6. Burnashev M.V. and Kutoyants Yu.A., 2001. On minimal α-mean error parameter transmission over Poisson channel. IEEE Transactions on Information Theory, 47 (6), 2505-2515.