This paper considers the problem of estimating signals consisting of one or more components of the form a(t)eJΦ(1), where the amplitude and phase functions are represented by a linear parametric model. The Cramér-Rao bound (CRB) on the accuracy of estimating the phase and amplitude parameters is derived. By analyzing the CRB for the single-component case, it is shown that the estimation of the amplitude and the phase are decoupled. Numerical evaluation of the CRB provides further insight into the dependence of estimation accuracy on signal-to-noise ratio (SNR) and the frequency separation of the signal components. A maximum likelihood algorithm for estimating the phase and amplitude parameters is also presented. Its performance is illustrated by Monte-Carlo simulations, and its statistical efficiency is verified.
|Number of pages||10|
|Journal||IEEE Transactions on Signal Processing|
|State||Published - 1 Jan 1995|
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering