DocumentCode
2205000
Title
On Parameter Estimation of Damped Sinusoids
Author
Cheng, Qi
Author_Institution
Sch. of Eng., Univ. of Western Sydney, Penrith, NSW
fYear
2006
fDate
14-17 Nov. 2006
Firstpage
1
Lastpage
4
Abstract
This paper revisits the parameter estimation of (complex) damped sinusoids by presenting (1) a theoretical analysis of the forward-backward linear prediction (FB-LP) and (2) the correct development of the asymptotic Cramer-Rao bound (CRB) based on a continuous observation within a finite duration. It is shown, both experimentally and theoretically, that FB-LP does not improve (FO-)LP in terms of estimation accuracy and computational load, for all the situations considered in this paper. The asymptotic CRB is not achievable but provides the best accuracy bound due to over-sampling
Keywords
parameter estimation; prediction theory; signal sampling; CRB; FB-LP; asymptotic Cramer-Rao bound; damped sinusoids; forward-backward linear prediction; over-sampling; parameter estimation; Amplitude estimation; Australia; Biomedical imaging; Damping; Frequency estimation; Noise level; Parameter estimation; Polynomials; Speech processing; System identification;
fLanguage
English
Publisher
ieee
Conference_Titel
TENCON 2006. 2006 IEEE Region 10 Conference
Conference_Location
Hong Kong
Print_ISBN
1-4244-0548-3
Electronic_ISBN
1-4244-0549-1
Type
conf
DOI
10.1109/TENCON.2006.343746
Filename
4142421
Link To Document