Title :
A general lower bound for parametric spectrum estimation
Author :
Friedlander, Benjamin ; Porat, Boaz
Author_Institution :
Systems Control Technology, Inc., Palo Alto, CA
fDate :
8/1/1984 12:00:00 AM
Abstract :
The paper presents a lower bound on the variance of parametric spectral estimators. The bound is potentially useful for evaluating the performance of existing and newly proposed spectrum estimation techniques. Explicit formulas are given for ARMA and AR-plus-noise models. The behavior of the bound is illustrated by several examples.
Keywords :
Least squares approximation; Maximum likelihood estimation; Parameter estimation; Parametric statistics; Radar applications; Random processes; Signal processing; Signal processing algorithms; Sonar applications; Spectral analysis;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1984.1164392
