Title :
Estimation and statistical analysis for exponential polynomial signals
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Davis, CA, USA
Abstract :
In this paper we approximate arbitrary complex signals by modeling both the logarithm of the amplitude and the phase of the complex signal as finite-order polynomials in time. We refer to a signal of this type as an exponential polynomial signal (EPS). We propose an algorithm to estimate any desired coefficient for this signal model. We also show how the mean-squared error of the estimate can be determined by using a first-order perturbation analysis. A Monte Carlo simulation is used to verify the validity of the perturbation analysis. The performance of the algorithm is illustrated by comparing the mean-squared error of the estimate to the Cramer-Rao bound for a particular example
Keywords :
Monte Carlo methods; perturbation techniques; phase estimation; polynomials; signal representation; statistical analysis; Cramer-Rao bound; Monte Carlo simulation; algorithm performance; arbitrary complex signals; estimation; exponential polynomial signals; first-order perturbation analysis; mean-squared error; modeling; statistical analysis; Additive white noise; Delay; Equations; Finite difference methods; Phase estimation; Polynomials; Signal processing; Speech processing; Statistical analysis; Taylor series;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location :
Detroit, MI
Print_ISBN :
0-7803-2431-5
DOI :
10.1109/ICASSP.1995.480082