Approximate estimation of the Cramer-Rao Lower Bound for Sinusoidal Parameters
نویسنده
چکیده
-In this paper we present new approximation expressions for the Cramer-Rao Lower Bound on unbiased estimates of frequency, phase, amplitude and DC offset for uniformly sampled signal embedded in white-Gaussian noise. This derivation is based on well-known assumptions and a novel set of approximations for finite series of trigonometric functions. The estimated Cramer-Rao Lower Bounds are given in close forms but their expressions are quite complex. It is also shown that when a large number of signal data is available, the asymptotic CRLBs are simplified to the expressions derived by the individual sinusoidal parameter estimation CRLB. Key-Words: Statistical estimation, sinusoidal signals, white Gaussian noise, Cramer-Rao Lower Bound.
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