CRAMER-RAO BOUNDS FOR DETERMINISTIC SIGNALS IN ADDITIVE AND MULTIPLICATIVE NOISE

Authors
SWAMI A
Citation
A. Swami, CRAMER-RAO BOUNDS FOR DETERMINISTIC SIGNALS IN ADDITIVE AND MULTIPLICATIVE NOISE, Signal processing, 53(2-3), 1996, pp. 231-244
Citations number
24
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Signal processing → ACNP
ISSN journal
01651684
Volume
53
Issue
2-3
Year of publication
1996
Pages
231 - 244
Database
ISI
SICI code
0165-1684(1996)53:2-3<231:CBFDSI>2.0.ZU;2-W
Abstract
We derive expressions for the Cramer-Rao Bound (CRB) for the estimates of the parameters of a deterministic signal observed in additive and multiplicative noise which may be i.i.d. non-Gaussian or colored Gauss ian. General expressions for the CRB are derived, and are then applied to the specific case of polynomial phase signals for which closed-for m expressions are obtained under certain assumptions, We also develop bounds on the CRB; these bounds are tight at low SNR.