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446 5.4 Multidimensional Waveform Estimation

The principal results of this section are (85), (95), and (97). The first equation specifies J- 1 (t, x), the inverse of the information kernel. The trace of this inverse kernel provides a lower bound on the mean-square interval error in continuous waveform estimation. This is a generalization of the classical Cramer-Rao inequality to random processes. The second equation is a special case of (85) which is valid when the additive noise is white and the component of d.(t, a(t)) which affects the integral equation is stationary. The third equation (97) shows how the bound on the meansquare interval estimation error in a nonlinear system is identical to the actual mean-square interval estimation error in a linear system whose white noise level is divided by R:,(O). In our discussion of detection and estimation we saw that the receiver often had to process multiple inputs. Similar situations arise in the waveform estimation problem.

5.4 MULTIDIMENSIONAL WAVEFORM ESTIMATION

In Section 4.5 we extended the detection problem to M received signals. In Problem 4.5.4 of Chapter 4 it was demonstrated that an analogous extension could be obtained for linear and nonlinear estimation of a single parameter. In Problem 4.6. 7 of Chapter 4 a similar extension was obtained for multiple parameters. In this section we shall estimate N continuous messages by using M received waveforms. As we would expect, the derivation is a simple combination of those in Problems 4.6.7 and Section 5.2. It is worthwhile to point out that all one-dimensional concepts carry over directly to the multidimensional case. We can almost guess the form of the particular results. Thus most of the interest in the multidimensional case is based on the solution of these equations for actual physical problems. It turns out that many issues not encountered in the scalar case must be examined. We shall study these issues and their implications in detail in Chapter 11.5. For the present we simply derive the equations that specify the MAP estimates and indicate a bound on the mean-square errors. Before deriving these equations, we shall find it useful to discuss several physical situations in which this kind of problem occurs.
5.4.1 Examples of Multidimensional Problems

Case 1. Multilevel Modulation Systems. In many communication systems a number of messages must be transmitted simultaneously. In one common method we perform the modulation in two steps. First, each of the