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Mathematical and Computational Applications is published by MDPI from Volume 21 Issue 1 (2016). Articles in this Issue were published by another publisher in Open Access under a CC-BY (or CC-BY-NC-ND) licence. Articles are hosted by MDPI on mdpi.com as a courtesy and upon agreement with the previous journal publisher.
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Math. Comput. Appl. 2002, 7(2), 93-102; https://doi.org/10.3390/mca7020093

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

Uludağ University, Department of Electronic Engineering, 16059 Bursa, Turkey
Published: 1 August 2002
PDF [518 KB, uploaded 1 April 2016]

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
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).
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Dilaveroğlu, E. On the Phase Dependence of the Cramér-Rao Bounds for Damped Sinusoids. Math. Comput. Appl. 2002, 7, 93-102.

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