Cramer-Rao bounds and maximum likelihood estimation for random amplitude phase-modulated signals

Citation
M. Ghogho et al., Cramer-Rao bounds and maximum likelihood estimation for random amplitude phase-modulated signals, IEEE SIGNAL, 47(11), 1999, pp. 2905-2916
Citations number
30
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
47
Issue
11
Year of publication
1999
Pages
2905 - 2916
Database
ISI
SICI code
1053-587X(199911)47:11<2905:CBAMLE>2.0.ZU;2-9
Abstract
The problem of estimating the phase parameters of a phase-modulated signal in the presence of colored multiplicative noise (random amplitude modulatio n) and additive white noise (both Gaussian) is addressed, Closed-form expre ssions for the exact and large-sample Cramer-Rao Bounds (CRB) are derived, It is shown that the CRB is significantly affected by the color of the modu lating process when the signal-to-noise ratio (SNR) or the intrinsic SNR is small. Maximum likelihood type estimators that ignore the noise color and optimize a criterion with respect to only the phase parameters are proposed , These estimators are shown to be equivalent to the nonlinear least square s estimators, which consist of matching the squared observations with a con stant amplitude phase-modulated signal when the mean of the multiplicative noise is forced to zero. Closed-form expressions are derived for the effici ency of these estimators and are verified via simulations.