Title

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

Share

COinS