Cramer-Rao Lower Bound for Unbiased Estimators of Sampled Noisy Sine-Wave Parameters

被引：0
|
作者：
Belega, Daniel [1 ]
Petri, Dario [2 ]
机构：
[1] Univ Politehn Timisoara, Dept Measurements & Opt Elect, Timisoara 300223, Romania
[2] Univ Trento, Dept Ind Engn, I-38123 Trento, Italy
来源：
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT | 2021年 / 70卷
关键词：
Parameter estimation; random noise; signal sampling; statistical analysis; uncertainty; 3-PARAMETER; ACCURACY; BIAS;
D O I：
10.1109/TIM.2021.3122791
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 article, the Cramer-Rao lower bounds (CRLBs) for unbiased estimators of sampled real-valued sine-wave parameters are analyzed. Sine-wave frequency is assumed either known or unknown, and both coherent and noncoherent sampling conditions are considered. It is shown that the CRLBs coincide with the relationships widely used in the literature only when both coherent sampling occurs and the sine-wave frequency is known. In fact, when few sine-wave cycles are observed, errors associated with the widely used relationships may be significant. Approximate, but accurate and quite simple expressions for the CRLBs are also proposed in this article. All the derived expressions are verified through numerical results or computer simulations.
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