Title :
The Cramer Rao bound of estimating a Sinusoid
Author :
Qing, Huang ; Zhenhui, Tan
Author_Institution :
State Key Lab. of Rail Traffic Control & Safety, Beijing Jiaotong Univ., Beijing
Abstract :
The Cramer-Rao bound (CRB) for estimating a Sinusoid was only discussed numerically under some special cases in references. It will be investigated under a theoretical frame for a general case. It is shown that, firstly, the critical CRB depends on the cycles in the record and the sole sample at the recorded window center. Secondly, for a short record, the critical phase corresponding to the minimum CRB requires the sinusoid wave to be zero at the recorded window center. Thirdly, for a long record, CRB depends on the initial phase in an approximate sine way.
Keywords :
signal processing; Cramer Rao bound; Sinusoid estimation; signal processing; AWGN; Additive white noise; Cramer-Rao bounds; Frequency; Gaussian noise; Noise level; Parameter estimation; Phase estimation; Phase noise; State estimation;
Conference_Titel :
Signal Processing, 2008. ICSP 2008. 9th International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4244-2178-7
Electronic_ISBN :
978-1-4244-2179-4
DOI :
10.1109/ICOSP.2008.4697090