Publication date
January 1995
DOI Publisher
Institute of Electrical and Electronics Engineers (IEEE)Abstract
The Cramér-Rao lower bounds (CRLB\u27s) for the parameter estimators of a damped sinusoidal process are derived in this paper. Succinct matrix expressions for CRLB\u27s of frequency, damping factor, amplitude, and initial phase are given for both scalar and vector processes. Relationships between the CRLB\u27s of the characteristic parameters are established in the general multimode case. In particular, explicit, closed-form expressions for the single mode scalar/vector-damped/undamped cases are provided. © 1995 IEE
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