Title :
On Parameter Estimation of Damped Sinusoids
Author_Institution :
Sch. of Eng., Univ. of Western Sydney, Penrith, NSW
Abstract :
This paper revisits the parameter estimation of (complex) damped sinusoids by presenting (1) a theoretical analysis of the forward-backward linear prediction (FB-LP) and (2) the correct development of the asymptotic Cramer-Rao bound (CRB) based on a continuous observation within a finite duration. It is shown, both experimentally and theoretically, that FB-LP does not improve (FO-)LP in terms of estimation accuracy and computational load, for all the situations considered in this paper. The asymptotic CRB is not achievable but provides the best accuracy bound due to over-sampling
Keywords :
parameter estimation; prediction theory; signal sampling; CRB; FB-LP; asymptotic Cramer-Rao bound; damped sinusoids; forward-backward linear prediction; over-sampling; parameter estimation; Amplitude estimation; Australia; Biomedical imaging; Damping; Frequency estimation; Noise level; Parameter estimation; Polynomials; Speech processing; System identification;
Conference_Titel :
TENCON 2006. 2006 IEEE Region 10 Conference
Conference_Location :
Hong Kong
Print_ISBN :
1-4244-0548-3
Electronic_ISBN :
1-4244-0549-1
DOI :
10.1109/TENCON.2006.343746
