Abstract
Compact expressions of the Cramer-Rao bound matrix for estimating the frequencies of a number of superimposed sinusoidal signals in colored Gaussian noise are presented for both complex and real data cases. The expressions are given for the most general case in which all the signal parameters (the frequencies, amplitudes, and phases of the sinusoids) are unknown and the covariance function of the noise is parameterized in some unspecified way. We then specialize our results for the important case where the noise samples come from an autoregressive noise process.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
