Title :
A compact Cramer-Rao bound expression for parametric estimation of superimposed signals
Author :
Yau, Sze Fong ; Bresler, Yoram
Author_Institution :
Dept. of Electr. & Comput. Eng., Illinois Univ., Urbana, IL, USA
fDate :
5/1/1992 12:00:00 AM
Abstract :
The problem of parameter estimation of superimposed signals in white Gaussian noise is considered. Closed-form expressions of the Cramer-Rao bound for real or complex signals with vector parameters are derived, extending recent results by P. Stoica and A. Nehorai (1989)
Keywords :
parameter estimation; signal processing; white noise; Cramer-Rao bound; closed form expressions; complex signals; parametric estimation; real signals; superimposed signals; vector parameters; white Gaussian noise; Covariance matrix; Estimation error; Gaussian noise; Maximum likelihood estimation; Parameter estimation; Petroleum; Random variables; Signal resolution;
Journal_Title :
Signal Processing, IEEE Transactions on
