Bounds on frequency estimation under additive and multiplicative noise

Author

Wang, Zhi ; Abeysekera, Saman S.

Author_Institution

Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore

Volume

1

fYear

2003

fDate

15-18 Dec. 2003

Firstpage

592

Abstract

This paper provides a comprehensive performance analysis of frequency estimation in additive and multiplicative noise environments. A general multiplicative and additive noise model is considered with the signal. The colored noise is modeled as an AR or MA process. The exact Cramer-Rao bound (CRB) is derived for short data lengths. A frequency domain evaluation of the CRB is also discussed and it is shown that the frequency domain evaluation provides in-sight that could be used for approximating the CRB in the presence of singularities in the covariance of the multiplicative noise model. This approach has been successfully used in obtaining the CRB for a Jakes´ fading environment.

Keywords

fading; frequency estimation; frequency-domain analysis; noise; signal processing; Cramer-Rao bound; additive noise model; colored noise; frequency domain evaluation; frequency estimation; multiplicative noise; Additive noise; Additive white noise; Colored noise; Fading; Frequency domain analysis; Frequency estimation; Gaussian noise; Gaussian processes; Parameter estimation; Working environment noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Information, Communications and Signal Processing, 2003 and Fourth Pacific Rim Conference on Multimedia. Proceedings of the 2003 Joint Conference of the Fourth International Conference on

Print_ISBN

0-7803-8185-8

Type

conf

DOI

10.1109/ICICS.2003.1292522

Filename

1292522