Abstract
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.
| Original language | English |
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| Title of host publication | IEEE Region 10 Annual International Conference (TENCON 2006), Hong Kong, China, 14-17 November 2006 : proceedings |
| Publisher | IEEE |
| Number of pages | 4 |
| ISBN (Print) | 1424405491 |
| Publication status | Published - 2006 |
| Event | IEEE Region Ten Conference - Duration: 1 Jan 2006 → … |
Conference
| Conference | IEEE Region Ten Conference |
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| Period | 1/01/06 → … |
Keywords
- parameter estimation
- prediction theory
- signal sampling