Brief paper: On the lower smoothing bound in identification of time-varying systems
Automatica (Journal of IFAC)
A new approach to active noise and vibration control-part II: the unknown frequency case
IEEE Transactions on Signal Processing
| Hi-index | 35.69 |
The problem of adaptive parameter estimation for a single nonstationary noisy cisoid, where the sinusoidal frequency evolves according to Gaussian random walks, is studied. The lower bound on the minimum mean-square estimation error, which was derived by van Trees (1968), is evaluated for the problem. It is shown that two estimation methods attain this lower bound