Cramer-Rao lower bounds for a damped sinusoidal process

Author

Yao, Ying-Xian ; Pandit, Sudhakar M.

Author_Institution

Ford Motor Co., Redford, MI, USA

Volume

43

Issue

4

fYear

1995

fDate

4/1/1995 12:00:00 AM

Firstpage

878

Lastpage

885

Abstract

The Cramer-Rao lower bounds (CRLBs) for the parameter estimators of a damped sinusoidal process are derived in this paper. Succinct matrix expressions for CRLB´s of frequency, damping factor, amplitude, and initial phase are given for both scalar and vector processes. The relationships between the CRLBs of the characteristic parameters are established in the general multimode case. In particular, explicit, closed-form expressions for the single mode scalar/vector-damped/undamped cases are provided

Keywords

information theory; matrix algebra; parameter estimation; signal processing; Cramer-Rao lower bounds; Fisher information matrix; amplitude; characteristic parameters; closed-form expressions; damped sinusoidal process; damping factor; frequency; initial phase; matrix expressions; multimode case; parameter estimators; scalar processes; single mode cases; undamped cases; vector processes; vector-damped cases; Amplitude estimation; Closed-form solution; Damping; Frequency; Helium; Least squares approximation; Noise level; Phase estimation; Phase noise; Testing;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.376840

Filename

376840