Title :
Approximate bounds on frequency estimates for short cisoids in colored noise
Author_Institution :
Div. of Eng., St. Mary´´s Univ., Halifax, NS, Canada
fDate :
5/1/1998 12:00:00 AM
Abstract :
It is demonstrated that the Cramer-Rao lower bounds on frequency estimates for short data records containing cisoids in colored Gaussian noise are well approximated by simple formulas based on a white noise assumption, suitably modified to account for the local noise levels at the cisoidal frequencies. The approximations are accurate to within a few tens of percent, even for records with as few as ten data points, provided the noise spectra are reasonably smooth over frequency intervals corresponding to 2π times the reciprocal of the number of data points
Keywords :
Gaussian noise; approximation theory; frequency estimation; spectral analysis; white noise; Cramer-Rao lower bounds; approximate bounds; cisoidal frequencies; colored Gaussian noise; frequency estimates; frequency intervals; local noise levels; noise spectra; short cisoids; short data records; white noise; Bandwidth; Colored noise; Frequency estimation; Gaussian noise; Heart; Noise level; Parameter estimation; Signal to noise ratio; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on