Harmonic retrieval in non-circular complex-valued multiplicative noise: Cramer-Rao bound

@article{Ciblat2004HarmonicRI,
  title={Harmonic retrieval in non-circular complex-valued multiplicative noise: Cramer-Rao bound},
  author={Philippe Ciblat and Mounir Ghogho},
  journal={2004 IEEE International Conference on Acoustics, Speech, and Signal Processing},
  year={2004},
  volume={2},
  pages={ii-489}
}
We address the problem of harmonic retrieval in the presence of multiplicative and additive noise. We derive the finite-sample Cramer Rao bound (CRB) as well as the asymptotic (large sample) CRB when the multiplicative noise is complex-valued and noncircular. These bounds are then analyzed with respect to the signal parameters. Finally, we prove that the square-power based frequency estimate, which is equivalent to the so-called nonlinear least square estimate, is asymptotically efficient when… CONTINUE READING

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