Dn. Swingler, APPROXIMATE BOUNDS ON FREQUENCY ESTIMATES FOR SHORT CISOIDS IN COLORED NOISE, IEEE transactions on signal processing, 46(5), 1998, pp. 1456-1458
It is demonstrated that the Cramer-Rao lower bounds on frequency estim
ates for shore data records containing cisoids in colored Gaussian noi
se are well approximated by simple formulas based on a white noise ass
umption, suitably modified to account for the local, noise levels at t
he cisoidal frequencies. The approximations are accurate to within a f
ew tens of percent, even for records with as few as ten data points, p
rovided the noise spectra are reasonably smooth over frequency interva
ls corresponding to 2(n)(-) times the reciprocal of the number of data
points.