Title :
Harmonic retrieval in non-circular complex-valued multiplicative noise: Barankin bound
Author :
Ciblat, Philippe ; Forster, Philippe ; Larzabal, Pascal
Author_Institution :
Dept. Commun., Ecole Nat. Super. des Telecommun., Paris, France
Abstract :
We focus on harmonic retrieval in multiplicative and additive noise. At low SNR, Maximum-Likelihood based estimate does not reach the Cramer-Rao bound. Actually, at low SNR, the Cramer-Rao bound is not a tight bound anymore and has to be replaced with the so-called Barankin bound which is tighter but more complicate. In this paper, we derive the Barankin bound when the multiplicative noise is complex-valued and non-circular. We observe that the Barankin bound is much more greater than the Cramer-Rao bound, especially when the multiplicative noise is not non-circular enough.
Keywords :
maximum likelihood estimation; signal denoising; Barankin bound; additive noise; harmonic retrieval; low SNR; maximum likelihood estimation; noncircular complex-valued multiplicative noise; Abstracts; Additives; Channel estimation; Context; Estimation; Filtering; Noise;
Conference_Titel :
Signal Processing Conference, 2004 12th European
Conference_Location :
Vienna
Print_ISBN :
978-320-0001-65-7