DocumentCode
1358249
Title
Frequency domain Cramer-Rao bound for Gaussian processes
Author
Zeira, Ariela ; Nehorai, Arye
Author_Institution
Dept. of Electr. Eng., Yale Univ., New Haven, CT, USA
Volume
38
Issue
6
fYear
1990
fDate
6/1/1990 12:00:00 AM
Firstpage
1063
Lastpage
1066
Abstract
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 (1953) 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 given
Keywords
delays; identification; information theory; parameter estimation; random processes; Gaussian processes; colored noise; covariance matrices; frequency-domain Cramer-Rao bound; radar; sonar; system deconvolution; system identification; time-delay estimation; Fourier series; Fourier transforms; Frequency domain analysis; Gaussian processes; Influenza; Iterative methods; Nonuniform sampling; Reflection; Sampling methods; Speech;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.56071
Filename
56071
Link To Document