Frequency domain Cramer-Rao bound for Gaussian processes

DOI10.1109/29.56071zbMATH Open0705.60035OpenAlexW2142654084MaRDI QIDQ3485680FDOQ3485680

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

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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)

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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