Asymptotic Cramer-Rao bounds for estimation of the parameters of damped sine waves in noise

Author

Wigren, Torbjörn ; Nehorai, Arye

Author_Institution

Dept. of Technol., Uppsala Univ., Sweden

Volume

39

Issue

4

fYear

1991

fDate

4/1/1991 12:00:00 AM

Firstpage

1017

Lastpage

1020

Abstract

The problem of estimating the parameters of a signal composed of several damped sine waves in noise has applications, for example, in transient signal analysis. Explicit, closed-form expressions are derived for the Cramer-Rao bound of this problem in the case of low damping, low spectral interference between the signal components, and a sufficiently large number of samples. Among several conclusions which are drawn from the expressions, it is found that the estimation problem is much more sensitive to errors in the damping factor and frequency than to errors in amplitude and phase

Keywords

noise; parameter estimation; signal processing; amplitude; asymptotic Cramer-Rao bounds; closed-form expressions; damped sine waves; damping factor; explicit expressions; frequency; low damping; low spectral interference; noise; parameter estimation; phase; signal components; signal processing; transient signal analysis; Bandwidth; Damping; Integral equations; Interference; Jacobian matrices; Logistics; Parameter estimation; Signal analysis; Signal processing; Speech processing;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.80943

Filename

80943