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Article

On the Phase Dependence of the Cramér-Rao Bounds for Damped Sinusoids

by
Erdoğan Dilaveroğlu
Uludağ University, Department of Electronic Engineering, 16059 Bursa, Turkey
Math. Comput. Appl. 2002, 7(2), 93-102; https://doi.org/10.3390/mca7020093
Published: 1 August 2002

Abstract

The problem of estimating the parameters of superimposed damped sinusoids in noise is considered for both complex and real data cases. It is shown that for the complex case, the Cramér-Rao bounds on the variance of unbiased estimators of the signal parameters are independent of the phases of all the sinusoids, and that for the real case, the bounds for the parameters of a particular sinusoid are dependent on the phase of that sinusoid, but are independent of the phases of all the other sinusoids.
Keywords: Cramér-Rao bound; damped sinusoids; Fisher information matrix; close signals Cramér-Rao bound; damped sinusoids; Fisher information matrix; close signals

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MDPI and ACS Style

Dilaveroğlu, E. On the Phase Dependence of the Cramér-Rao Bounds for Damped Sinusoids. Math. Comput. Appl. 2002, 7, 93-102. https://doi.org/10.3390/mca7020093

AMA Style

Dilaveroğlu E. On the Phase Dependence of the Cramér-Rao Bounds for Damped Sinusoids. Mathematical and Computational Applications. 2002; 7(2):93-102. https://doi.org/10.3390/mca7020093

Chicago/Turabian Style

Dilaveroğlu, Erdoğan. 2002. "On the Phase Dependence of the Cramér-Rao Bounds for Damped Sinusoids" Mathematical and Computational Applications 7, no. 2: 93-102. https://doi.org/10.3390/mca7020093

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