Title :
The asymptotic Cramer- Rao bound for Gaussian ARMA processes with periodically missing data (Corresp.)
Author :
Porat, Boaz ; Rosen, Yonina
fDate :
3/1/1986 12:00:00 AM
Abstract :
An asymptotic formula is derived for the Cramer-Rao lower bound on unbiased estimates of the parameters of Gaussian autoregressive moving-average (ARMA) processes, in the case where the measurements are not contiguous, but follow a periodic pattern of misses. The formula is then used to illustrate the behavior of the bound for some specific examples.
Keywords :
Autoregressive moving-average processes; Communication system control; Convergence; Cramer-Rao bounds; Detectors; Gaussian noise; Narrowband; Noise robustness; Random variables; Signal detection; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1986.1057156
