DocumentCode
189754
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
fYear
2014
fDate
15-19 June 2014
Firstpage
135
Lastpage
139
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Embedded Computing (MECO), 2014 3rd Mediterranean Conference on
Conference_Location
Budva, Montenegro
Print_ISBN
978-1-4799-4827-7
Type
conf
DOI
10.1109/MECO.2014.6862677
Filename
6862677
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