On the phase dependence of the Cramér-Rao bounds for damped sinusoids (Q701378)

The author derives the Cramér-Rao bounds for the variance of unbiased estimators of the signal parameters for superimposed damped sinusoids in noise for the complex and the real data cases. For the complex model, it is shown that the bounds on the signal phases do not depend on the phases of the sinusoids. For the real model, it is shown that the Cramér-Rao bounds for the parameters of a particular sinusoid depend only on the phase of that sinusoid but do not depend on the phases of the other sinusoids in the model. Some examples are discussed.