DocumentCode
775643
Title
Posterior Cramer-Rao bound for adaptive harmonic retrieval
Author
Tichavský, Petr
Author_Institution
Inst. of Inf. Theory & Autom., Prague, Czech Republic
Volume
43
Issue
5
fYear
1995
fDate
5/1/1995 12:00:00 AM
Firstpage
1299
Lastpage
1302
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.382422
Filename
382422
Link To Document