Title :
Cramer-Rao bounds for harmonics in Gaussian multiplicative and complex Gaussian additive noise
Author :
Ongcai, Mao Y. ; Zheng, Bao
Author_Institution :
Key Lab. for Radar Signal Process., Xidian Univ., Xi´´an, China
Abstract :
Harmonic retrieval is one of the most frequently encountered problems in practice, and constitutes a significant part of statistical signal processing research. The concern here is retrieval of multiple tone harmonics observed in white Gaussian multiplicative and white complex Gaussian additive noise. Computable Cramer-Rao bound (CRB) expressions are derived on the frequency and phase estimates as well as on the sample mean of the multiplicative noise processes. Numerical studies support the obtained results
Keywords :
Gaussian noise; frequency estimation; harmonic analysis; phase estimation; signal processing; statistical analysis; white noise; Cramer-Rao bounds; frequency estimate; harmonic retrieval; multiple tone harmonics; multiplicative noise processes; phase estimate; sample mean; statistical signal processing; white Gaussian multiplicative noise; white complex Gaussian additive noise; Additive noise; Frequency estimation; Gaussian noise; Gaussian processes; Laboratories; Phase estimation; Phase noise; Radar signal processing; Signal processing; State estimation;
Conference_Titel :
Signal Processing, 1996., 3rd International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-2912-0
DOI :
10.1109/ICSIGP.1996.567311
