Title :
Cramer-Rao lower bounds for a damped sinusoidal process
Author :
Yao, Ying-Xian ; Pandit, Sudhakar M.
Author_Institution :
Ford Motor Co., Redford, MI, USA
fDate :
4/1/1995 12:00:00 AM
Abstract :
The Cramer-Rao lower bounds (CRLBs) for the parameter estimators of a damped sinusoidal process are derived in this paper. Succinct matrix expressions for CRLB´s of frequency, damping factor, amplitude, and initial phase are given for both scalar and vector processes. The relationships between the CRLBs of the characteristic parameters are established in the general multimode case. In particular, explicit, closed-form expressions for the single mode scalar/vector-damped/undamped cases are provided
Keywords :
information theory; matrix algebra; parameter estimation; signal processing; Cramer-Rao lower bounds; Fisher information matrix; amplitude; characteristic parameters; closed-form expressions; damped sinusoidal process; damping factor; frequency; initial phase; matrix expressions; multimode case; parameter estimators; scalar processes; single mode cases; undamped cases; vector processes; vector-damped cases; Amplitude estimation; Closed-form solution; Damping; Frequency; Helium; Least squares approximation; Noise level; Phase estimation; Phase noise; Testing;
Journal_Title :
Signal Processing, IEEE Transactions on
