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
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