Title :
On AR modulated harmonics: CRB and parameter estimation
Author :
Ghogho, Mounir ; Garel, Bernard
Author_Institution :
Nat. Polytech. Inst. of Toulouse, France
Abstract :
The problem of estimation of harmonics with randomly time-varying amplitude is addressed. We deduce closed forms of the Cramer-Rao bounds by modeling these fluctuations by a Gaussian or non-Gaussian AR process. For the frequency estimation, the paper compares a parametric approach based on the ARMA representation of the signal and a non-parametric approach based on filtered version of higher-order statistics. Convergence and asymptotic normality of the estimators are established
Keywords :
Gaussian processes; amplitude modulation; autoregressive moving average processes; convergence of numerical methods; filtering theory; frequency estimation; harmonic analysis; higher order statistics; nonparametric statistics; random processes; signal representation; time-varying systems; AR modulated harmonics; ARMA representation; CRB; Cramer-Rao bounds; Gaussian AR process; asymptotic normality; convergence; filtered version; frequency estimation; higher-order statistics; nonGaussian AR process; nonparametric approach; parameter estimation; parametric approach; randomly time-varying amplitude; Amplitude estimation; Convergence; Covariance matrix; Frequency estimation; Image resolution; Parameter estimation; Parametric statistics; Power harmonic filters; Signal resolution; Symmetric matrices;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.547973
