DocumentCode
941373
Title
The asymptotic Cramer- Rao bound for Gaussian ARMA processes with periodically missing data (Corresp.)
Author
Porat, Boaz ; Rosen, Yonina
Volume
32
Issue
2
fYear
1986
fDate
3/1/1986 12:00:00 AM
Firstpage
296
Lastpage
298
Abstract
An asymptotic formula is derived for the Cramer-Rao lower bound on unbiased estimates of the parameters of Gaussian autoregressive moving-average (ARMA) processes, in the case where the measurements are not contiguous, but follow a periodic pattern of misses. The formula is then used to illustrate the behavior of the bound for some specific examples.
Keywords
Autoregressive moving-average processes; Communication system control; Convergence; Cramer-Rao bounds; Detectors; Gaussian noise; Narrowband; Noise robustness; Random variables; Signal detection; Statistics;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1986.1057156
Filename
1057156
Link To Document