DocumentCode
1262902
Title
On the Cramer-Rao bound for model-based spectral analysis
Author
Sando, Simon ; Mitra, Amit ; Stoica, Petre
Author_Institution
CiSSaIM, Queensland Univ. of Technol., Brisbane, Qld., Australia
Volume
9
Issue
2
fYear
2002
Firstpage
68
Lastpage
71
Abstract
We derive the Cramer-Rao bound for the parameters of a general time series model whose parameterization is dependent upon an unknown integer model order. To illustrate the usefulness of the theoretical results, the example of autoregressive spectral density estimation using Akaike (1974) order selection criterion is presented.
Keywords
autoregressive processes; parameter estimation; spectral analysis; time series; Akaike order selection criterion; Cramer-Rao bound; autoregressive spectral density estimation; general time series model; integer model order; model-based spectral analysis; signal model; signal processing; Associate members; Australia; Autoregressive processes; Computational modeling; Control systems; Covariance matrix; Parameter estimation; Signal processing; Spectral analysis; Statistical analysis;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/97.991141
Filename
991141
Link To Document