Bayesian Approach How about:the unknown is a random variable If the information about the RV is known,the estimator do better? Example:Estimating DC in WGN xn =A+wln 。MVU:sample mean A=元A~W(A,o2/N) .What if we add more info.e.g.,AC[-A0,Ao] What is the estimator now? whxiong@uestc.edu.cn 5whxiong@uestc.edu.cn 5 Bayesian Approach How about: the unknown is a random variable If the information about the RV is known, the estimator do better? Example: Estimating DC in WGN x[n] = A + w[n] MVU: sample mean A b = x¹ A ^ » N(A; ¾ 2 =N) What if we add more info. e.g., A ½ [¡A0;A0] What is the estimator now?