Title :
Posterior Cramer-Rao bound for adaptive harmonic retrieval
Author_Institution :
Inst. of Inf. Theory & Autom., Prague, Czech Republic
fDate :
5/1/1995 12:00:00 AM
Abstract :
The problem of adaptive parameter estimation for a single nonstationary noisy cisoid, where the sinusoidal frequency evolves according to Gaussian random walks, is studied. The lower bound on the minimum mean-square estimation error, which was derived by van Trees (1968), is evaluated for the problem. It is shown that two estimation methods attain this lower bound
Keywords :
Gaussian noise; adaptive estimation; adaptive signal processing; frequency estimation; harmonic analysis; interference (signal); least mean squares methods; random processes; recursive estimation; spectral analysis; white noise; Gaussian random walk; adaptive harmonic retrieval; adaptive parameter estimation; estimation methods; minimum mean-square estimation error; posterior Cramer-Rao bound; single nonstationary noisy cisoid; sinusoidal frequency; Additive noise; Algorithm design and analysis; Amplitude estimation; Estimation error; Frequency estimation; Gaussian noise; Parameter estimation; Power harmonic filters; Recursive estimation; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
