POSTERIOR CRAMER-RAO BOUND FOR ADAPTIVE HARMONIC RETRIEVAL

Authors
TICHAVSKY P
Citation
P. Tichavsky, POSTERIOR CRAMER-RAO BOUND FOR ADAPTIVE HARMONIC RETRIEVAL, IEEE transactions on signal processing, 43(5), 1995, pp. 1299-1302
Citations number
12
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
43
Issue
5
Year of publication
1995
Pages
1299 - 1302
Database
ISI
SICI code
1053-587X(1995)43:5<1299:PCBFAH>2.0.ZU;2-N
Abstract
The problem of adaptive parameter estimation for a single nonstationar y noisy cisoid, where the sinusoidal frequency evolves according to Ga ussian random walks, is studied. The lower bound on the minimum mean-s quare estimation error, which was derived by van Trees, Is evaluated f or the problem. It is shown that two estimation methods attain this lo wer bound.