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 xIn =A+wln 。MVU:sample mean A=元AW(A,σ2/N) whxiong@uestc.edu.cn 4whxiong@uestc.edu.cn 4 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)