On the Cramér–Rao bound for polynomial phase signals
Polynomial-phase signals have applications including radar, sonar, biology, and radio communication. Of practical importance is the estimation of the parameters of a polynomial phase signal from a sequence of noisy observations. Assuming that the noise is additive and Gaussian, the direct evaluation...
Gespeichert in:
Veröffentlicht in: | Signal processing 2014-02, Vol.95, p.27-31 |
---|---|
Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | Polynomial-phase signals have applications including radar, sonar, biology, and radio communication. Of practical importance is the estimation of the parameters of a polynomial phase signal from a sequence of noisy observations. Assuming that the noise is additive and Gaussian, the direct evaluation of the Cramér–Rao lower bound for this estimation problem involves evaluating the inverse of a matrix. Computing this inverse is numerically difficult for polynomial phase signals of large order. By making use of a family of orthogonal polynomials, we derive formulae for the Cramér–Rao bounds that are numerically stable and easy to compute. |
---|---|
ISSN: | 0165-1684 1872-7557 |
DOI: | 10.1016/j.sigpro.2013.08.007 |