Cramer-Rao lower bounds for a damped sinusoidal process

@article{Yao1995CramerRaoLB,
  title={Cramer-Rao lower bounds for a damped sinusoidal process},
  author={Ying-Xian Yao and Sudhakar M. Pandit},
  journal={IEEE Trans. Signal Processing},
  year={1995},
  volume={43},
  pages={878-885}
}
The CramCr-Rao lower bounds (CRLB's) for the parameter estimators of a damped sinusoidal process are derived in this paper. Succinct matrix expressions for CRLB's of frequency, damping factor, amplitude, and initial phase are given for both scalar and vector processes. Relationships between the CRLB's of the characteristic parameters are established in the general multimode case. In particular, explicit, closed-form expressions for the single mode scalar/vector-dampedhndamped cases are provided… CONTINUE READING
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