THE BARANKIN BOUND AND THRESHOLD BEHAVIOR IN FREQUENCY ESTIMATION

This correspondence presents the Barankin bound as a fundamental stati stical tool for the understanding of the threshold effect associated w ith the estimation of the frequency of a sinusoid in additive white Ga ussian noise, It is shown that the threshold effect takes hold wheneve r the Barankin bound departs significantly from the Cramer-Rao bound. In terms of the signal-to-noise ratio (SNR) and the data length T, the quantity SNR x T/In T is shown to be a good indicator for deciding wh ether the SNR is above threshold or not.