Cramer-Rao Lower Bound for Harmonic and Subharmonic Estimation

Author

Chen, Zhili ; Nowrouzian, Behrouz ; Zarowski, Christopher J.

Author_Institution

Dept. of Electr. & Comput. Eng., Alberta Univ., Edmonton, Alta.

Volume

3

fYear

2006

fDate

14-19 May 2006

Abstract

Recently, Zarowski and Kmpyvnytskyy developed a modified iterative cosinor algorithm (MICA) for the estimation of the parameters of sinusoidal signals with harmonics and subharmonics contaminated by AWGN, and derived the Cramer-Rao lower bound (CRLB) for the estimation of fundamental frequency component of such signals. However, their derivation was based on the assumption that the noise variance is known a priori. This paper presents a new derivation of CRLB bound for the case that the noise variance is unknown. The derivations also include the CRLB bounds for the estimation of harmonic and subharmonic amplitudes, noise variance as well as the SNR of the contaminated signal. Numerical simulation results are given to verify and interpret the derived CRLB bounds, together with the evaluation of estimation performance

Keywords

AWGN; frequency estimation; harmonic analysis; iterative methods; signal processing; AWGN; Cramer-Rao lower bound; SNR; fundamental frequency component estimation; harmonic estimation; modified iterative cosinor algorithm; noise variance; sinusoidal signal parameter estimation; subharmonic estimation; AWGN; Additive white noise; Amplitude estimation; Frequency estimation; Gaussian noise; Iterative algorithms; Noise level; Numerical simulation; Parameter estimation; Signal to noise ratio;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on

Conference_Location

Toulouse

ISSN

1520-6149

Print_ISBN

1-4244-0469-X

Type

conf

DOI

10.1109/ICASSP.2006.1660595

Filename

1660595