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

DOI10.3390/MCA7020093MaRDI QIDQ701378zbMATH OpenOpenAlexFDO

Authors Erdoğan Dilaveroğlu

Publication date 21 September 2003

Published in Mathematical \& Computational Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/mca7020093

zbMATH Keywords

Cramér-Rao boundsestimatorssignal phasessuperimposed damped sinusoidsvariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

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.

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Cited in

(7)

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• Exact Cramer-Rao bounds for signals with constant amplitude and polynomial phase
• Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise
• Worst case Cramer-Rao bounds for parametric estimation of superimposed signals with applications
• Analytic and Asymptotic Analysis of Bayesian CramÉr–Rao Bound for Dynamical Phase Offset Estimation
• Cramér-Rao Lower Bounds for Frequency andPhase NDA Estimation From Arbitrary Square QAM-Modulated Signals
• Phase Noise in MIMO Systems: Bayesian Cramér–Rao Bounds and Soft-Input Estimation

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