• 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