DocumentCode
1550950
Title
The Barankin bound and threshold behavior in frequency estimation
Author
Knockaert, Luc
Author_Institution
Dept. of Inf. Technol., Intec, Gent, Belgium
Volume
45
Issue
9
fYear
1997
fDate
9/1/1997 12:00:00 AM
Firstpage
2398
Lastpage
2401
Abstract
This article presents the Barankin (1949) bound as a fundamental statistical tool. For the understanding of the threshold effect associated with the estimation of the frequency of a sinusoid in additive white Gaussian noise. It is shown that the threshold effect takes hold whenever the Barankin bound departs significantly from the Cramer-Rao bound. In terms of the signal-to-noise ratio (SNR) and the data length T, the quantity SNR×T/ln T is shown to be a good indicator for deciding whether the SNR is above threshold or not
Keywords
Gaussian noise; frequency estimation; signal processing; statistical analysis; white noise; Barankin bound; Cramer-Rao bound; SNR; additive white Gaussian noise; data length; frequency estimation; nonlinear estimation; signal to noise ratio; sinusoid; statistical tool; threshold behavior; threshold effect; Additive white noise; Frequency estimation; Information technology; Maximum likelihood estimation; Reactive power; Signal to noise ratio; State estimation;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.622965
Filename
622965
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