The Cramer-Rao Bound for Pole and Amplitude Coefficient Estimates of Damped Exponential Signals in Noise

IEEE Transactions on Signal Processing

Volumn 41, Issue 3, 1993, Pages 1305-1318

  Steedly, William M ^a   Moses, Randolph L ^b  

^a Analytic Sciences Corporation   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BOUNDARY VALUE PROBLEMS; ESTIMATION; POLES AND ZEROS; SPURIOUS SIGNAL NOISE;

CRAMER-RAO BOUNDS; EXPONENTIAL SIGNALS;

SIGNAL PROCESSING;

EID: 0027558737     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.205731     Document Type: Article

References (17)

1. P. Stoica and A. Nehorai, "MUSIC, maximum likelihood, and Cramer-Rao bound," IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, pp. 720–741, May 1989.
2. Y. Hua and T. K. Sarker, "A perturbation property of the TLS-LP method," IEEE Trans. Acoust., Speech, Signal Processing, vol. 38, pp. 2004–2005, Nov. 1990.
3. R. Kumaresan and D. W. Tufts, "Estimating the parameters of exponentially Gamped sinusoids and pole-zero modeling in noise," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, pp. 833–840, Dec. 1982.
4. R. O. Schmidt, "Multiple emitter location and signal parameter estimation," Proc. RADC Spectral Estimation Workshop, Rome, NY, 1979, pp. 243-258.
5. R. Roy, A. Paulraj, and T. Kailath, "ESPRIT-a subspace rotation approach to estimation of parameters of cisoids in noise," IEEE Trans.Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 1340-1342 Apr. 1986.
6. Y. Bresler and A. Macovski, "Exact maximum likelihood parameter estimation of superimposed exponential signals in noise," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 1361–1375, Oct. 1986.
7. R. Kumaresan, L. L. Scharf, and A. K. Shaw, "An algorithm for pole-zero modeling and analysis," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 637–640, June 1986.
8. M. Kaveh and A. J. Barabell, "The statistical performance of the MUSIC and the minimum-norm algorithms in resolving plane waves in noise," IEEE Trans. Acoust., Speech, Signal Processing, vol.ASSP-34, pp. 331–341, Apr. 1986.
9. M. A. Rahman and K.-B. Yu, "Total least squares approach for frequency estimation using linear prediction," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-35, pp. 1440–1454, Oct. 1987.
10. I. Ziskind and M. Wax, "Maximum likelihood localization of multiple sources by alternating projection," IEEE Trans. Acoust., Speech, Signal Processing, vol. 36, pp. 1553–1560, Oct. 1988.
11. R. Roy and T. Kailath, "ESPRIT-estimation of signal parameters via rotational invariance techniques," IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, pp. 984–995, July 1989.
12. M. D. Zoltowski and D. Stavrinides, "Sensor array signal processing via a Procrustes rotations based on eigenanalysis of the ESPRIT data pencil," IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, pp. 832–861, June 1989.
13. Y. Hua and T. K. Sarker, "Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise," IEEE Trans. Acoust., Speech, Signal Processing, vol. 38, pp. 814–824, May 1990.
14. T. J. Abatzoglou and L. K. Lam, "Direction finding using uniform arrays and the constrained total least squares method," Proc. Twenty-Fifth Asilomar Conf. Signals, Syst., Comput., Pacific Grove, CA, Nov. 4-6, 1991.
15. W. M. Steedly and R. L. Moses, "High resolution exponential modeling of fully polarized radar returns," IEEE Trans. Aerosp. Electron. Syst., vol. 27, pp. 459–469, May 1991.
16. D. C. Rife and R. R. Boorstyn, "Multiple tone parameter estimation from discrete-time observations," Bell Syst. Tech. J., vol. 55, pp.1389-1410, Nov. 1976.
17. G. R. L. Sohie, G. N. Maracas, and A. Mirchandani, "Estimation of decay rates of transient signals," IEEE Trans. Acoust., Speech, Signal Processing, vol. 38, pp. 370–372, Feb. 1990.