Abstract
We address the problem of harmonic retrieval in the presence of multiplicative and additive noise. We derive the finite-sample Cramér Rao Bound (CRB) as well as the asymptotic (large sample) CRB when the multiplicative noise is complex-valued and non-circular. These bounds are then analyzed with respect to the signal parameters. Finally, we prove that the Square-Power based frequency estimate, which is equivalent to the so-called Nonlinear Least Square estimate, is asymptotically efficient when the multiplicative noise is white.
| Original language | English |
|---|---|
| Pages (from-to) | II489-II492 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| Volume | 2 |
| Publication status | Published - 7 Oct 2004 |
| Event | Proceedings - IEEE International Conference on Acoustics, Speech, and Signal Processing - Montreal, Que, Canada Duration: 17 May 2004 → 21 May 2004 |
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