The Cramer-Rao bound for position and amplitude estimation of multiple pulses in Gaussian noise

Citation
A. Gatherer et Thy. Meng, The Cramer-Rao bound for position and amplitude estimation of multiple pulses in Gaussian noise, IEEE CIR-II, 46(4), 1999, pp. 448-456
Citations number
15
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-ANALOG AND DIGITAL SIGNAL PROCESSING
ISSN journal
10577130 → ACNP
Volume
46
Issue
4
Year of publication
1999
Pages
448 - 456
Database
ISI
SICI code
1057-7130(199904)46:4<448:TCBFPA>2.0.ZU;2-5
Abstract
Estimating the position or amplitude of a pulse is a common problem in rada r and seismic signal processing. In this paper an approximation to the Cram er-Rao bound for estimation of positions and amplitudes of multiple pulses is derived. It is shown that a vector can be associated with each parameter and the effect of a parameter on the estimation of another parameter is ex pressed as the normalized cross correlation of the vectors associated with these two parameters. We give examples to show that this approximation is g ood. These results provide a simple, geometric explanation for the effect o f one pulse on the estimation of another.