Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise

DOI10.1007/BF00992614MaRDI QIDQ1897262zbMATHOpenAlexFDO

Authors Yanyan Li

Publication date 1995

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00992614

zbMATH Keywords

Fisher information matrixfrequencieswhite Gaussian noisemultiple polesCramer-Rao bounddamping factorsreal quasipolynomialsreal superimposed signals

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• scientific article; zbMATH DE number 922650 (Why is no real title available?)
• A compact Cramer-Rao bound expression for parametric estimation of superimposed signals
• Analysis of the asymptotic relative efficiency of the MUSIC algorithm
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• High performance spectral estimation--A new ARMA method
• High-order Yule-Walker equations for estimating sinusoidal frequencies: The complete set of solutions
• Lower bounds for parametric estimation with constraints
• MUSIC, maximum likelihood, and Cramer-Rao bound
• Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
• On the number of signals resolvable by a uniform linear array
• Parameter estimation of superimposed signals using the EM algorithm
• Performance of high resolution frequencies estimation methods compared to the Cramer-Rao bounds
• Performance study of conditional and unconditional direction-of-arrival estimation
• Single tone parameter estimation from discrete-time observations
• Spectral estimation via the high-order Yule-Walker equations
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Statistical analysis of MUSIC and subspace rotation estimates of sinusoidal frequencies

Cited in

(5)

• Approximations to the Cramer--Rao lower bound for a single damped exponential signal
• A compact Cramer-Rao bound expression for parametric estimation of superimposed signals
• Cramér-Rao bound for damped/undamped exponential process with prior-knowledge
• On the phase dependence of the Cramér-Rao bounds for damped sinusoids
• Worst case Cramer-Rao bounds for parametric estimation of superimposed signals with applications

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