CramÉr–Rao Bounds for Multiple Poles and Coefficients of Quasi-Polynomials in Colored Noise

  title={Cram{\'E}r–Rao Bounds for Multiple Poles and Coefficients of Quasi-Polynomials in Colored Noise},
  author={Roland Badeau and Bertrand David and Ga{\"e}l Richard},
  journal={IEEE Transactions on Signal Processing},
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… CONTINUE READING

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