Frequency domain Cramer-Rao bound for Gaussian processes

DOI10.1109/29.56071MaRDI QIDQ3485680zbMATH OpenOpenAlexFDO

Authors Ariela Zeira, Arye Nehorai

Publication date 1990

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.56071

zbMATH Keywords

system identificationtime delay estimationasymptotic frequency domain Cramér-Rao bound

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

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Cited in

(4)

• Feasibility study of parameter estimation of random sampling jitter using the bispectrum
• Asymptotic bounds for frequency estimation in the presence of multiplicative noise
• On the Cramer- Rao bound for time delay and Doppler estimation (Corresp.)
• Deterministic asymptotic Cramér-Rao bound for the multidimensional harmonic model

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