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

@article{Badeau2008CramrRaoBF,
  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},
  year={2008},
  volume={56},
  pages={3458-3467}
}
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

From This Paper

Figures, tables, and topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 29 references

Fundamentals of Statistical Signal Processing: Estimation Theory

S. M. Kay
Englewood Cliffs, NJ, USA: Prentice-Hall, • 1993
View 3 Excerpts
Highly Influenced

Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise

IEEE Trans. Acoustics, Speech, and Signal Processing • 1990
View 4 Excerpts
Highly Influenced

Physics for Scientists and Engineers

R. A. Serway, J. W. Jewett
Pacific Grove, CA: Brooks/Cole, • 2003
View 1 Excerpt

L2 time delay estimation by means of laguerre functions

B. Fischer, A. Medvedev
presented at the Amer. Control Conf., San Diego, CA, Jun. 1999. • 1999
View 1 Excerpt

Similar Papers

Loading similar papers…