Cramér-Rao bound for the estimates of frequencies and damping factors of quasipolynomials in noise

DOI10.1007/BF00971438zbMath0796.62022OpenAlexW1969058622MaRDI QIDQ1324870

V. Pereyra

Publication date: 19 July 1994

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00971438

zbMATH Keywords

frequenciestime series analysisdamping factorsmultiple polessimple polesCramer-Rao boundnoise-corrupted signalperformance of high-resolution frequency estimationsum of damped exponential termssum of quasipolynomials in noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15) Survival analysis and censored data (62N99)

Related Items (1)

Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise

Cites Work

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• Performance of high resolution frequencies estimation methods compared to the Cramer-Rao bounds
• Statistical analysis of MUSIC and subspace rotation estimates of sinusoidal frequencies
• Analysis of the asymptotic relative efficiency of the MUSIC algorithm
• MUSIC, maximum likelihood, and Cramer-Rao bound

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