Title :
Estimation of amplitude and phase parameters of multicomponent signals
Author :
Friedlander, Benjamin ; Francos, Joseph M.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Davis, CA, USA
fDate :
4/1/1995 12:00:00 AM
Abstract :
This paper considers the problem of estimating signals consisting of one or more components of the form a(t)ejφ(t), where the amplitude and phase functions are represented by a linear parametric model. The Cramer-Rao bound (CRB) on the accuracy of estimating the phase and amplitude parameters is derived. By analyzing the CRB for the single-component case, if is shown that the estimation of the amplitude and the phase are decoupled. Numerical evaluation of the CRB provides further insight into the dependence of estimation accuracy on signal-to-noise ratio (SNR) and the frequency separation of the signal components. A maximum likelihood algorithm for estimating the phase and amplitude parameters is also presented. Its performance is illustrated by Monte-Carlo simulations, and its statistical efficiency is verified
Keywords :
amplitude estimation; maximum likelihood estimation; phase estimation; signal processing; CRB; Cramer-Rao bound; Monte-Carlo simulations; SNR; amplitude estimation; amplitude functions; estimation accuracy; frequency separation; linear parametric model; maximum likelihood algorithm; maximum likelihood estimation; multicomponent signals; parameter estimation; performance; phase estimation; phase functions; signal components; signal-to-noise ratio; statistical efficiency; Amplitude estimation; Bandwidth; Frequency estimation; Maximum likelihood estimation; Military computing; Parametric statistics; Phase estimation; Signal analysis; Signal to noise ratio; Time frequency analysis;
Journal_Title :
Signal Processing, IEEE Transactions on