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...

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Veröffentlicht in:Signal processing 2014-02, Vol.95, p.27-31
Hauptverfasser: McKilliam, Robby, Pollok, André
Format: Artikel
Sprache:eng
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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