Title :
Frequency domain Cramer-Rao bound for Gaussian processes
Author :
Zeira, Ariela ; Nehorai, Arye
Author_Institution :
Dept. of Electr. Eng., Yale Univ., New Haven, CT, USA
fDate :
6/1/1990 12:00:00 AM
Abstract :
An expression is derived for the asymptotic frequency-domain Cramer-Rao bound (CRB) on the parameters of Gaussian processes with information in their means. The general result extends Whittle´s (1953) formula which is applicable to Gaussian processes with information in their covariance matrices or spectra. It is useful in many fields such as system identification, radar, and sonar. Examples of its application to system deconvolution and time-delay estimation in colored noise are given
Keywords :
delays; identification; information theory; parameter estimation; random processes; Gaussian processes; colored noise; covariance matrices; frequency-domain Cramer-Rao bound; radar; sonar; system deconvolution; system identification; time-delay estimation; Fourier series; Fourier transforms; Frequency domain analysis; Gaussian processes; Influenza; Iterative methods; Nonuniform sampling; Reflection; Sampling methods; Speech;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
