ASYMPTOTIC CRAMER-RAO BOUNDS FOR ESTIMATION OF THE PARAMETERS OF DAMPED SINE WAVES IN NOISE

被引:11
作者
WIGREN, T [1 ]
NEHORAI, A [1 ]
机构
[1] YALE UNIV,DEPT ELECT ENGN,NEW HAVEN,CT 06520
关键词
D O I
10.1109/78.80943
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The problem of estimating the parameters of a signal composed of several damped since waves in noise has applications, for example, in transient signal analysis. In this correspondence, explicit, closed form expressions are derived for the Cramer-Rao bound (CRB) of this problem in the case of low damping, low spectral interference between the signal components, and a sufficiently large number of samples. Several conclusions are drawn from the expressions.
引用
收藏
页码:1017 / 1020
页数:4
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