Cramér-Rao Lower Bounds for a Damped Sinusoidal Process
Document Type
Article
Publication Date
1-1-1995
Abstract
The Cramér-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-damped/undamped cases are provided. © 1995 IEEE
Publication Title
IEEE Transactions on Signal Processing
Recommended Citation
Yao, Y.,
&
Pandit, S.
(1995).
Cramér-Rao Lower Bounds for a Damped Sinusoidal Process.
IEEE Transactions on Signal Processing,
43(4), 878-885.
http://doi.org/10.1109/78.376840
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/10256
