Title :
Cramer-Rao bounds and maximum likelihood estimation for random amplitude phase-modulated signals
Author :
Ghogho, Mounir ; Nandi, Asoke K. ; Swami, Ananthram
Author_Institution :
Dept. of Electron. & Electr. Eng., Strathclyde Univ., Glasgow, UK
fDate :
11/1/1999 12:00:00 AM
Abstract :
The problem of estimating the phase parameters of a phase-modulated signal in the presence of colored multiplicative noise (random amplitude modulation) and additive white noise (both Gaussian) is addressed. Closed-form expressions for the exact and large-sample Cramer-Rao Bounds (CRBs) are derived. It is shown that the CRB is significantly affected by the color of the modulating process when the signal-to-noise ratio (SNR) or the intrinsic SNR is small. Maximum likelihood type estimators that ignore the noise color and optimize a criterion with respect to only the phase parameters are proposed. These estimators are shown to be equivalent to the nonlinear least squares estimators, which consist of matching the squared observations with a constant amplitude phase-modulated signal when the mean of the multiplicative noise is forced to zero. Closed-form expressions are derived for the efficiency of these estimators and are verified via simulations
Keywords :
AWGN; maximum likelihood estimation; optimisation; phase modulation; signal processing; Cramer-Rao bounds; Gaussian; additive white noise; closed-form expressions; color; colored multiplicative noise; maximum likelihood estimation; modulating process; multiplicative noise; nonlinear least squares estimators; phase parameters estimation; random amplitude modulation; random amplitude phase-modulated signals; signal-to-noise ratio; squared observations; Additive white noise; Amplitude estimation; Closed-form solution; Colored noise; Maximum likelihood estimation; Noise level; Parameter estimation; Phase estimation; Phase noise; Signal to noise ratio;
Journal_Title :
Signal Processing, IEEE Transactions on