Posterior Cramer-Rao bound for adaptive harmonic retrieval
- 1 May 1995
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 43 (5), 1299-1302
- https://doi.org/10.1109/78.382422
Abstract
The problem of adaptive parameter estimation for a single nonstationary noisy cisoid, where the sinusoidal frequency evolves according to Gaussian random walks, is studied. The lower bound on the minimum mean-square estimation error, which was derived by van Trees (1968), is evaluated for the problem. It is shown that two estimation methods attain this lower boundKeywords
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