Deterministic asymptotic Cramér-Rao bound for the multidimensional harmonic model

نویسنده

  • Rémy Boyer
چکیده

The harmonic model sampled on a P -dimensional grid contaminated by an additive white Gaussian noise has attracted considerable attention with a variety of applications. This model has a natural interpretation in a P -order tensorial framework and an important question is to evaluate the theoretical lowest variance on the model parameter (angular-frequency, real amplitude and initial phase) estimation. A standard Mathematical tool to tackle this question is the Cramér-Rao Bound (CRB) which is a lower bound on the variance of an unbiased estimator, based on Fisher information. So, the aim of this work is to derive and analyze closed-form expressions of the deterministic asymptotic CRB associated with the M -order harmonic model of dimension P with P > 1. In particular, we analyze this bound with respect to the variation of parameter P .

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عنوان ژورنال:
  • Signal Processing

دوره 88  شماره 

صفحات  -

تاریخ انتشار 2008