Title :
Variance of the nonlinear least squares estimate of the frequency separation of two complex exponents
Author :
Kagalenko, Mikhail
Author_Institution :
Faculty of Radio Engineering and Telecommunications Ryazan State Radio Engineering University Ryazan, Russia
Abstract :
This work presents the asymptotic expressions for bias and variance of nonlinear least squares estimate of the frequency separation of two complex exponents with additive stationary Gaussian noise. In contrast to the previously published results, we present the analytic expressions that are valid for all values of frequency, including the ones near zero as well as Nyquist frequency. These variation and bias estimates are in agreement with the results of Monte-Carlo simulations.
Keywords :
Cramer-Rao bounds; Embedded computing; Frequency estimation; Maximum likelihood estimation; Noise; Vectors; Cramer-Rao bound; frequency estimation; harmonic signal; nonlinear least-squares;
Conference_Titel :
Embedded Computing (MECO), 2014 3rd Mediterranean Conference on
Conference_Location :
Budva, Montenegro
Print_ISBN :
978-1-4799-4827-7
DOI :
10.1109/MECO.2014.6862677
