• DocumentCode
    775433
  • Title

    Bounds for estimation of multicomponent signals with random amplitude and deterministic phase

  • Author

    Francos, Joseph M. ; Friedlander, Benjamin

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
  • Volume
    43
  • Issue
    5
  • fYear
    1995
  • fDate
    5/1/1995 12:00:00 AM
  • Firstpage
    1161
  • Lastpage
    1172
  • Abstract
    We study a class of nonstationary multicomponent signals, where each component has the form a(t) exp jφ(t), where a(t) is a random amplitude function, and φ(t) is a deterministic phase function. The amplitude function consists of a stationary Gaussian process and a time varying mean. The phase and the amplitude mean are characterized by a linear parametric model, while the covariance of the amplitude function is parameterized in some general manner. This model encompasses signals that are commonly used in communications, radar, sonar, and other engineering systems. We derive the Cramer-Rao bound (CRB) for the estimates of the amplitude and phase parameters, and of functions of these parameters, such as the instantaneous frequencies of the signal components
  • Keywords
    Gaussian noise; amplitude estimation; autoregressive processes; covariance matrices; phase estimation; signal processing; white noise; AWGN; CRB; Cramer-Rao bound; additive white Gaussian noise; amplitude estimation; autoregressive process; communications; covariance matrix; deterministic phase function; engineering systems; instantaneous frequencies; linear parametric model; nonstationary multicomponent signals; phase estimation; radar; random amplitude function; sonar; stationary Gaussian process; time varying mean; Amplitude estimation; Covariance matrix; Frequency estimation; Gaussian processes; Parameter estimation; Parametric statistics; Phase estimation; Radar; Sonar; Systems engineering and theory;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.382401
  • Filename
    382401