DocumentCode :
3382758
Title :
Generalization of Whittle´s theorem to cyclostationary signals
Author :
Schell, Stephan V.
Author_Institution :
Dept. of Electr. & Comput. Eng., Pennsylvania State Univ., University Park, PA, USA
fYear :
1992
fDate :
7-9 Oct 1992
Firstpage :
110
Lastpage :
113
Abstract :
Whittle´s theorem greatly facilitates the computation of the Cramer-Rao bound (CRB) for stationary signals by establishing that the Fisher information matrix can be asymptotically re-expressed in terms of the spectral density matrix, which for stationary signals is diagonal and thus is easily invertible. A generalization that accommodates cyclostationary signals is proposed, and examples of its application to computing the CRB for parameters of cyclostationary signals are given
Keywords :
matrix algebra; parameter estimation; signal processing; Cramer-Rao bound; Fisher information matrix; Whittle´s theorem; cyclostationary signals; spectral density matrix; Autocorrelation; Computer applications; Contracts; Covariance matrix; Detectors; Gaussian processes; Maximum likelihood detection; Maximum likelihood estimation; Signal analysis; Signal processing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Statistical Signal and Array Processing, 1992. Conference Proceedings., IEEE Sixth SP Workshop on
Conference_Location :
Victoria, BC
Print_ISBN :
0-7803-0508-6
Type :
conf
DOI :
10.1109/SSAP.1992.246860
Filename :
246860
Link To Document :
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