| Paper: | SPTM-L5.1 | ||
| Session: | Signal Parameter Estimation | ||
| Time: | Wednesday, May 19, 15:30 - 15:50 | ||
| Presentation: | Lecture | ||
| Topic: | Signal Processing Theory and Methods: Detection, Estimation, and Class. Thry & Apps. | ||
| Title: | HARMONIC RETRIEVAL IN NON-CIRCULAR COMPLEX-VALUED MULTIPLICATIVE NOISE: CRAMER-RAO BOUND | ||
| Authors: | Philippe Ciblat; École Nationale Supérieure des Télécommunications | ||
| Mounir Ghogho; University of Leeds | |||
| Abstract: | We address the problem of harmonic retrieval in the presence of multiplicative and additive noise. We derive the finite-sample Cramer 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. | ||
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