Asymptotic Bounds for Frequency Estimation in the Presence of Multiplicative Noise
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2007-01-01
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| Series: | EURASIP Journal on Advances in Signal Processing |
| Online Access: | http://dx.doi.org/10.1155/2007/17090 |