Fast computation of the exact FIM for deterministic signals in colored noise

IEEE Transactions on Signal Processing

Volumn 47, Issue 1, 1999, Pages 52-61

  Ghogho, Mounir ^a   Swami, Ananthram ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Cram r rao bound; Determinitic signals; Fast algorithm; Fisher information matrix; Posterior sinusoids

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL METHODS; MATRIX ALGEBRA;

COLORED NOISE; FISHER INFORMATION MATRIX (FIM); POSTERIOR CRAMER-RAO BOUND (PCRB);

WHITE NOISE;

EID: 0032712349     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.738239     Document Type: Article

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