TY - GEN
T1 - On parameter estimation of damped sinusoids
AU - Qi, Cheng
PY - 2007
Y1 - 2007
N2 - This paper revisits the parameter estimation of (complex) damped sinusoids by presenting (1) a theoretical analysis of the forward-backward linear prediction (FB-LP) and (2) the correct development of the asymptotic Cramer-Rao bound (CRB) based on a continuous observation within a finite duration. It is shown, both experimentally and theoretically, that FB-LP does not improve (FO-)LP in terms of estimation accuracy and computational load, for all the situations considered in this paper. The asymptotic CRB is not achievable but provides the best accuracy bound due to over-sampling.
AB - This paper revisits the parameter estimation of (complex) damped sinusoids by presenting (1) a theoretical analysis of the forward-backward linear prediction (FB-LP) and (2) the correct development of the asymptotic Cramer-Rao bound (CRB) based on a continuous observation within a finite duration. It is shown, both experimentally and theoretically, that FB-LP does not improve (FO-)LP in terms of estimation accuracy and computational load, for all the situations considered in this paper. The asymptotic CRB is not achievable but provides the best accuracy bound due to over-sampling.
UR - https://www.scopus.com/pages/publications/34547555365
U2 - 10.1109/TENCON.2006.343746
DO - 10.1109/TENCON.2006.343746
M3 - Conference Paper
AN - SCOPUS:34547555365
SN - 1424405491
SN - 9781424405497
T3 - IEEE Region 10 Annual International Conference, Proceedings/TENCON
BT - 2006 IEEE Region 10 Conference, TENCON 2006
T2 - 2006 IEEE Region 10 Conference, TENCON 2006
Y2 - 14 November 2006 through 17 November 2006
ER -