• DocumentCode
    1103933
  • Title

    A general lower bound for parametric spectrum estimation

  • Author

    Friedlander, Benjamin ; Porat, Boaz

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, CA
  • Volume
    32
  • Issue
    4
  • fYear
    1984
  • fDate
    8/1/1984 12:00:00 AM
  • Firstpage
    728
  • Lastpage
    733
  • Abstract
    The paper presents a lower bound on the variance of parametric spectral estimators. The bound is potentially useful for evaluating the performance of existing and newly proposed spectrum estimation techniques. Explicit formulas are given for ARMA and AR-plus-noise models. The behavior of the bound is illustrated by several examples.
  • Keywords
    Least squares approximation; Maximum likelihood estimation; Parameter estimation; Parametric statistics; Radar applications; Random processes; Signal processing; Signal processing algorithms; Sonar applications; Spectral analysis;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1984.1164392
  • Filename
    1164392
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1103933