Deterministic asymptotic Cramer-Rao bound for the multidimensional harmonic model

被引：21
|
作者：
Boyer, Remy [1 ]
机构：
[1] Univ Paris Sud, CNRS, Signaux & Syst Lab, Supelec, F-91190 Gif Sur Yvette, France
来源：
SIGNAL PROCESSING | 2008年 / 88卷 / 12期
关键词：
parameter estimation; multidimensional signal processing; harmonic model; Cramer-Rao bound;
D O I：
10.1016/j.sigpro.2008.06.011
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 harmonic model sampled on a P-dimensional grid contaminated by an additive white Gaussian noise has attracted considerable attention with a variety of applications. This model has a natural interpretation in a P-order tensorial framework and an important question is to evaluate the theoretical lowest variance on the model parameter (angular-frequency, real amplitude and initial phase) estimation. A standard Mathematical tool to tackle this question is the Cramer-Rao bound (CRB) which is a lower bound on the variance of an unbiased estimator, based on Fisher information. So, the aim of this work is to derive and analyze closed-form expressions of the deterministic asymptotic CRB associated with the M-order harmonic model of dimension P with P>I. In particular, we analyze this bound with respect to the variation of parameter P. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：2869 / 2877
页数：9
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