Cramer-Rao lower bounds for a damped sinusoidal process

Authors:
Ying-Xian Yao;S.M. Pandit
Affiliations:
Ford Motor Co., Redford, MI;-
Venue:
IEEE Transactions on Signal Processing
Year:
1995

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Abstract

The Cramer-Rao lower bounds (CRLBs) for the parameter estimators of a damped sinusoidal process are derived in this paper. Succinct matrix expressions for CRLB's of frequency, damping factor, amplitude, and initial phase are given for both scalar and vector processes. The relationships between the CRLBs of the characteristic parameters are established in the general multimode case. In particular, explicit, closed-form expressions for the single mode scalar/vector-damped/undamped cases are provided