Asymptotic Bounds for Frequency Estimation in the Presence of Multiplicative Noise. (20th November 2006)

• Record Type: Journal Article
• Authors: Wang Wang, Zhi Zhi; Abeysekera Abeysekera, Saman S. Saman S.
• Other Names: Krishnamurthy Krishnamurthy Vikram Vikram Academic Editor.
• Is Part Of: EURASIP journal on advances in signal processing. Volume 2007(2007)
• Publication Date: 2006-11-20
• Subjects: Signal processing -- Periodicals; Traitement du signal; Signal processing; Periodicals; 621.3822
• DOI: 10.1155/2007/17090
• Languages: English
• ISSNs: 1687-6172

Abstract

Abstract : We discuss the asymptotic Cramer-Rao bound (CRB) for frequency estimation in the presence of multiplicative noise. To improve numerical stability, covariance matrix tapering is employed when the covariance matrix of the signal is singular at high SNR. It is shown that the periodogram-based CRB is a special case of frequency domain evaluation of the CRB, employing the covariance matrix tapering technique. Using the proposed technique, large sample frequency domain CRB is evaluated for Jake's model. The dependency of the large sample CRB on the Doppler frequency, signal-to-noise ratio, and data length is investigated in the paper. Finally, an asymptotic closed form CRB for frequency estimation in the presence of multiplicative and additive colored noise is derived. Numerical results show that the asymptotic CRB obtained in frequency domain is accurate, although its evaluation is computationally simple.