Cramer-Rao lower bounds for a damped sinusoidal process
IEEE Transactions on Signal Processing
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Simple closed-form expressions are presented for the Cramér-Rao bounds (CRBs) for estimating the parameters of two closely spaced damped cisoids in complex additive white Gaussian noise in the case of low damping and a sufficiently large number of data samples. The expressions provide useful insight into the behaviour of the CRBs with the frequency separation and the damping factors of the cisoids.