Harmonic retrieval in non-circular complex-valued multiplicative noise: Cramer-rao bound

Philippe Ciblat; Mounir Ghogho

Harmonic retrieval in non-circular complex-valued multiplicative noise: Cramer-rao bound

Philippe Ciblat
, Mounir Ghogho

University of Leeds

Résultats de recherche: Contribution à un journal › Article de conférence › Revue par des pairs

8 Citations (Scopus)

Résumé

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.

langue originale	Anglais
Pages (de - à)	II489-II492
journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2
état	Publié - 7 oct. 2004
Evénement	Proceedings - IEEE International Conference on Acoustics, Speech, and Signal Processing - Montreal, Que, Canada Durée: 17 mai 2004 → 21 mai 2004

Contient cette citation

@article{c576a922a6af4b0a89d3dd5016b2f2d8,

title = "Harmonic retrieval in non-circular complex-valued multiplicative noise: Cramer-rao bound",

abstract = "We address the problem of harmonic retrieval in the presence of multiplicative and additive noise. We derive the finite-sample Cram{\'e}r 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.",

author = "Philippe Ciblat and Mounir Ghogho",

year = "2004",

month = oct,

day = "7",

language = "English",

volume = "2",

pages = "II489--II492",

journal = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",

issn = "1520-6149",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings - IEEE International Conference on Acoustics, Speech, and Signal Processing ; Conference date: 17-05-2004 Through 21-05-2004",

}

TY - JOUR

T1 - Harmonic retrieval in non-circular complex-valued multiplicative noise

T2 - Proceedings - IEEE International Conference on Acoustics, Speech, and Signal Processing

AU - Ciblat, Philippe

AU - Ghogho, Mounir

PY - 2004/10/7

Y1 - 2004/10/7

N2 - 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.

AB - 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.

M3 - Conference article

AN - SCOPUS:4644232886

SN - 1520-6149

VL - 2

SP - II489-II492

JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Y2 - 17 May 2004 through 21 May 2004

ER -

Harmonic retrieval in non-circular complex-valued multiplicative noise: Cramer-rao bound

Résumé

Empreinte digitale

Contient cette citation