The concern here is retrieval of single and multiple tones observed in white Gaussian multiplicative and additive noise. Cramer-Rao bounds (CRBs) are derived on the frequency and phase estimates as well as on the sample mean or variance of the multiplicative noise processes. The zero- A nd nonzeromean multiplicative noise cases are addressed separately. Tight lower and upper bounds on the CRBs are developed, which relative to the CRBs themselves, are intuitively more appealing and easier to implement. Well established formulas on the achievable accuracy for estimates of constant amplitude harmonics turn out to be special cases of our results.
|Original language||English (US)|
|Number of pages||4|
|State||Published - 1994|
|Event||7th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1994 - Quebec, Canada|
Duration: Jun 26 1994 → Jun 29 1994
|Conference||7th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1994|
|Period||6/26/94 → 6/29/94|
Bibliographical noteFunding Information:
The work in this paper was supported by ONR Grant No. N00014-93-1-0485.
© 1994 IEEE.