Cramer-Rao bounds for multiple poles and coefficients of quasi-polynomials in colored noise

被引:8
作者
Badeau, Roland [1 ]
David, Bertrand [1 ]
Richard, Gael [1 ]
机构
[1] TELECOM ParisTech, ENST, CNRS, LTCI,Dept Signal & Image Proc, F-75014 Paris, France
关键词
complex exponentials; Cramer-Rao bound; multiple eigenvalues; performance analysis; polynomial modulation;
D O I
10.1109/TSP.2008.921719
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
In this paper, we provide analytical expressions of the Cramer-Rao bounds for the frequencies, damping factors, amplitudes, and phases of complex exponentials in colored noise. These expressions show the explicit dependence of the bounds of each distinct parameter with respect to the amplitudes and phases, leading to readily interpretable formulae, which are then simplified in an asymptotic context. The results are presented in the general framework of the Polynomial Amplitude Complex Exponentials (PACE) model, also referred to as the quasi-polynomial model in the literature, which accounts for systems involving multiple poles and represents a signal as a mixture of complex exponentials modulated by polynomials. This work looks further and generalizes the studies previously undertaken on the exponential and the quasi-polynomial models.
引用
收藏
页码:3458 / 3467
页数:10
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