Asymptotic Cramér-Rao Bounds for Estimation of the Parameters of Damped Sine Waves in Noise

Torbjörn Wigren; Arye Nehorai

doi:10.1109/78.80943

Asymptotic Cramér-Rao Bounds for Estimation of the Parameters of Damped Sine Waves in Noise

Torbjörn Wigren, Arye Nehorai

Research output: Contribution to journal › Article › peer-review

21 Scopus citations

Abstract

The problem of estimating the parameters of a signal composed of several damped sine waves in noise has applications, for example, in transient signal analysis. In this correspondence, explicit, closed form expressions are derived for the Cramér-Rao bound (CRB) of this problem in the case of low damping, low spectral interference between the signal components, and a sufficiently large number of samples. Several conclusions are drawn from the expressions.

Original language	English
Pages (from-to)	1017-1020
Number of pages	4
Journal	IEEE Transactions on Signal Processing
Volume	39
Issue number	4
DOIs	https://doi.org/10.1109/78.80943
State	Published - Apr 1991

Access to Document

10.1109/78.80943

Cite this

@article{3fd76fbb01cf485c833a38e267b6ac19,

title = "Asymptotic Cram{\'e}r-Rao Bounds for Estimation of the Parameters of Damped Sine Waves in Noise",

abstract = "The problem of estimating the parameters of a signal composed of several damped sine waves in noise has applications, for example, in transient signal analysis. In this correspondence, explicit, closed form expressions are derived for the Cram{\'e}r-Rao bound (CRB) of this problem in the case of low damping, low spectral interference between the signal components, and a sufficiently large number of samples. Several conclusions are drawn from the expressions.",

author = "Torbj{\"o}rn Wigren and Arye Nehorai",

year = "1991",

month = apr,

doi = "10.1109/78.80943",

language = "English",

volume = "39",

pages = "1017--1020",

journal = "IEEE Transactions on Signal Processing",

issn = "1053-587X",

number = "4",

}

TY - JOUR

T1 - Asymptotic Cramér-Rao Bounds for Estimation of the Parameters of Damped Sine Waves in Noise

AU - Wigren, Torbjörn

AU - Nehorai, Arye

PY - 1991/4

Y1 - 1991/4

N2 - The problem of estimating the parameters of a signal composed of several damped sine waves in noise has applications, for example, in transient signal analysis. In this correspondence, explicit, closed form expressions are derived for the Cramér-Rao bound (CRB) of this problem in the case of low damping, low spectral interference between the signal components, and a sufficiently large number of samples. Several conclusions are drawn from the expressions.

AB - The problem of estimating the parameters of a signal composed of several damped sine waves in noise has applications, for example, in transient signal analysis. In this correspondence, explicit, closed form expressions are derived for the Cramér-Rao bound (CRB) of this problem in the case of low damping, low spectral interference between the signal components, and a sufficiently large number of samples. Several conclusions are drawn from the expressions.

UR - https://www.scopus.com/pages/publications/0026140359

U2 - 10.1109/78.80943

DO - 10.1109/78.80943

M3 - Article

AN - SCOPUS:0026140359

SN - 1053-587X

VL - 39

SP - 1017

EP - 1020

JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

IS - 4

ER -

Asymptotic Cramér-Rao Bounds for Estimation of the Parameters of Damped Sine Waves in Noise

Abstract

Access to Document

Other files and links

Fingerprint

Cite this