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

DOI10.1007/BF00992614zbMATH Open0826.62070OpenAlexW2066782018MaRDI QIDQ1897262FDOQ1897262

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

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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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Cited In (5)

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

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