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

DOI10.1007/BF00992614zbMath0826.62070OpenAlexW2066782018MaRDI QIDQ1897262

Yanyan Li

Publication date: 1995

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00992614

zbMATH Keywords

frequenciesFisher information matrixdamping factorswhite Gaussian noisemultiple polesCramer-Rao boundreal quasipolynomialsreal superimposed signals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

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