TY - JOUR
T1 - Frequency Domain Cramer-Rao Bound for Gaussian Processes
AU - Zeira, Ariela
AU - Nehorai, Arye
N1 - Funding Information:
Manuscript received December 5, 1988; revised September 2. 1989. The work of A. Nehorai was supported by the Air Force Office of Scientific Research under Grant AFOSR-90-0164. The authors are with the Department of Electrical Engineering. Yale University. New Haven. CT 06520. IEEE Log Number 9034991.
PY - 1990/6
Y1 - 1990/6
N2 - An expression is derived for the asymptotic frequency domain Cramer-Rao bound (CRB) on the parameters of Gaussian processes with information in their means. The general result extends Whittle’s formula, which is applicable to Gaussian processes with information in their covariance matrices or spectra. It is useful in many fields, such as system identification, radar, and sonar. Examples of its application to system deconvolution and time delay estimation in colored noise are demonstrated.
AB - An expression is derived for the asymptotic frequency domain Cramer-Rao bound (CRB) on the parameters of Gaussian processes with information in their means. The general result extends Whittle’s formula, which is applicable to Gaussian processes with information in their covariance matrices or spectra. It is useful in many fields, such as system identification, radar, and sonar. Examples of its application to system deconvolution and time delay estimation in colored noise are demonstrated.
UR - https://www.scopus.com/pages/publications/0025446875
U2 - 10.1109/29.56071
DO - 10.1109/29.56071
M3 - Article
AN - SCOPUS:0025446875
SN - 0096-3518
VL - 38
SP - 1063
EP - 1066
JO - IEEE Transactions on Acoustics, Speech, and Signal Processing
JF - IEEE Transactions on Acoustics, Speech, and Signal Processing
IS - 6
ER -