Estimation of the parameters of sinusoidal signals in non-Gaussian noise
IEEE Transactions on Signal Processing
Damped sinusoidal signals parameter estimation in frequency domain
Signal Processing
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This correspondence revisits the asymptotic normality question of the nonlinear least-squares estimator for sinusoidal parameter estimation and fills a gap in the literature by providing a complete proof of the asymptotic normality under the assumption of additive non-Gaussian white noise. The result shows that the nonlinear least-squares estimator is able to asymptotically attain the Cramer-Rao lower bound derived under the Gaussian white noise assumption in situations where the actual noise distribution is non-Gaussian.