Bounds for estimation of complex exponentials in unknown colored noise

Author

Francos, Joseph M. ; Friedlander, Benjamin

Author_Institution

Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel

Volume

43

Issue

9

fYear

1995

fDate

9/1/1995 12:00:00 AM

Firstpage

2176

Lastpage

2185

Abstract

We consider the problem of estimating the parameters of complex exponentials in the presence of complex additive Gaussian noise with unknown covariance. Bounds are derived for the accuracy of jointly estimating the parameters of the exponentials and the noise. We first present an exact Cramer-Rao bound (CRB) for this problem and specialize it for the cases of circular Gaussian processes and autoregressive processes. We also derive an approximate expression for the CRB, which is related to the conditional likelihood function. Numerical evaluation of these bounds provides some insights on the effect of various signal and noise parameters on the achievable estimation accuracy

Keywords

Gaussian noise; autoregressive processes; parameter estimation; Cramer-Rao bound; autoregressive processes; circular Gaussian processes; complex additive Gaussian noise; complex exponentials estimation; conditional likelihood function; parameter estimation; unknown colored noise; unknown covariance; Additive noise; Autoregressive processes; Colored noise; Frequency; Gaussian noise; Military computing; Parameter estimation; Pollution measurement; Random processes; Signal processing;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.414780

Filename

414780