Cramer–Rao Bound Development for Linear Time Periodic Systems

Abstract

System identification techniques are often used to determine the parameters required to define a model of a linear time invariant (LTI) system. The Cramer–Rao bound can be used to validate those parameters in order to ensure that the system model is an accurate representation of the system. Unfortunately, the Cramer–Rao bound is only valid for LTI systems and is not valid for linear time periodic (LTP) systems such as a helicopter rotor in forward flight. This paper describes an extension of the Cramer–Rao bound to LTP systems and demonstrates the methodology for a simple LTP system.