Cramer-Rao lower bounds for a damped sinusoidal process
IEEE Transactions on Signal Processing
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For the parameter estimation of damped sinusoids, the linear prediction (LP) was recently applied to a forward-backward expanded-data matrix by Kannan and Kundu [Estimating parameters in the damped exponential model, Signal Processing 81 (2001) 2343-2351]. This version of LP will be called the expanded linear prediction (ELP). A key claim of that paper is that ELP offers a comparable performance as LP. The purpose of this letter is to prove that this claim does not hold true particularly for weakly damped sinusoids.