Harmonics in Gaussian multiplicative and additive noise: Cramer-Rao bounds

Guotong Zhou, G. B. Giannakis

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

Abstract

The concern here is retrieval of single and multiple tones observed in white Gaussian multiplicative and additive noise. Cramer-Rao bounds (CRBs) are derived on the frequency and phase estimates as well as on the sample mean or variance of the multiplicative noise processes. The zero- A nd nonzeromean multiplicative noise cases are addressed separately. Tight lower and upper bounds on the CRBs are developed, which relative to the CRBs themselves, are intuitively more appealing and easier to implement. Well established formulas on the achievable accuracy for estimates of constant amplitude harmonics turn out to be special cases of our results.

Original languageEnglish (US)
Pages325-328
Number of pages4
DOIs
StatePublished - 1994
Externally publishedYes
Event7th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1994 - Quebec, Canada
Duration: Jun 26 1994Jun 29 1994

Conference

Conference7th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1994
Country/TerritoryCanada
CityQuebec
Period6/26/946/29/94

Bibliographical note

Funding Information:
The work in this paper was supported by ONR Grant No. N00014-93-1-0485.

Publisher Copyright:
© 1994 IEEE.

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