CRAMER-RAO LOWER BOUNDS FOR A DAMPED SINUSOIDAL PROCESS

The Cramer-Rao lower bounds (CRLB's) for the parameter estimators of a damped sinusoidal process are derived in this paper, Succinct matrix expressions for CRLB's of frequency, damping factor, amplitude, and in itial phase are given for both scalar and vector processes, Relationsh ips between the CRLB's of the characteristic parameters are establishe d in the general multimode case, In particular, explicit, closed-form expressions for the single mode scalar/vector-damped/undamped cases ar e provided.