Yx. Yao et Sm. Pandit, VARIANCE OF LEAST-SQUARES ESTIMATORS FOR A DAMPED SINUSOIDAL PROCESS, IEEE transactions on signal processing, 42(11), 1994, pp. 3016-3025
In this paper, the variance of least squares estimators for the parame
ter estimation of a damped sinusoidal process is analyzed, based on fi
rst-order perturbation. Analytical expressions for the variances of th
e frequency, damping factor, amplitude, and phase estimators are deriv
ed. Explicit expressions are given for both damped and undamped single
-made cases. The effect of mode separation on the accuracy is investig
ated through the two-mode case. The dependence of the variances on num
ber of data points, model order, signal-to-noise ratio, and mode separ
ation is investigated, both analytically and numerically, for practica
l applications. Extensive Monte Carlo simulation results are given to
verify, enhance, and illustrate the analytical expressions.