Title :
On estimating the angle parameters of an exponential signal at high SNR
Author :
Baggenstoss, Paul M. ; Kay, Steven M.
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
fDate :
5/1/1991 12:00:00 AM
Abstract :
It is shown that at high signal-to-noise ratio, phase data alone constitute a sufficient statistic for the estimation of the angle parameters of a single exponential signal in Gaussian noise. The threshold effect, which occurs when estimating frequency based on phase only, can be deduced by examining the joint probability distribution function of the phase and amplitude
Keywords :
parameter estimation; random noise; signal processing; white noise; Gaussian noise; amplitude; angle parameters; exponential signal; frequency estimation; high SNR; high signal-to-noise ratio; joint probability distribution function; parameter estimation; phase data; sufficient statistic; threshold effect; white noise; Amplitude estimation; Frequency estimation; Gaussian noise; Jacobian matrices; Parameter estimation; Phase estimation; Phase measurement; Random variables; Signal to noise ratio; Statistics;
Journal_Title :
Signal Processing, IEEE Transactions on
