Title :
Bounds for estimation of multicomponent signals with random amplitude and deterministic phase
Author :
Francos, Joseph M. ; Friedlander, Benjamin
Author_Institution :
Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
fDate :
5/1/1995 12:00:00 AM
Abstract :
We study a class of nonstationary multicomponent signals, where each component has the form a(t) exp jφ(t), where a(t) is a random amplitude function, and φ(t) is a deterministic phase function. The amplitude function consists of a stationary Gaussian process and a time varying mean. The phase and the amplitude mean are characterized by a linear parametric model, while the covariance of the amplitude function is parameterized in some general manner. This model encompasses signals that are commonly used in communications, radar, sonar, and other engineering systems. We derive the Cramer-Rao bound (CRB) for the estimates of the amplitude and phase parameters, and of functions of these parameters, such as the instantaneous frequencies of the signal components
Keywords :
Gaussian noise; amplitude estimation; autoregressive processes; covariance matrices; phase estimation; signal processing; white noise; AWGN; CRB; Cramer-Rao bound; additive white Gaussian noise; amplitude estimation; autoregressive process; communications; covariance matrix; deterministic phase function; engineering systems; instantaneous frequencies; linear parametric model; nonstationary multicomponent signals; phase estimation; radar; random amplitude function; sonar; stationary Gaussian process; time varying mean; Amplitude estimation; Covariance matrix; Frequency estimation; Gaussian processes; Parameter estimation; Parametric statistics; Phase estimation; Radar; Sonar; Systems engineering and theory;
Journal_Title :
Signal Processing, IEEE Transactions on