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Cramér-Rao bounds a...
Cramér-Rao bounds and non-linear least squares for a seven parameter dual channel sinewave model
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- Händel, Peter, 1962- (författare)
- KTH,Signalbehandling,ACCESS Linnaeus Centre
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(creator_code:org_t)
- IEEE, 2007
- 2007
- Engelska.
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Ingår i: 2007 IEEE Instrumentation and Measurement Technology Conference. - : IEEE. - 9781424405886 ; , s. 79-84
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- The Cramer-Rao bound (CRB) is a lower bound on the error variance of any estimator. For a Gaussian scenario, the CRB is derived for a seven parameter dual channel sine wave model; a model with relevance in applications like impedance measurements and the estimation of particle size and velocity by laser anemometry. Three different parameterizations are considered: the common quadrature/in-phase and amplitude-phase models, as well as a relative amplitude-phase model. The CRB indicates the achievable error variance of an unbiased estimator as a function of the signal-to-noise ratio, number of samples, and noise power. An non-optimal non-linear least squares fit of the signal model to the collected data is employed. The problem at hand is separable and can be solved by a one dimensional search followed by a linear least-squares fit of the remaining parameters. The performance of the method is investigated by aid of a simulation study, and the outcome is compared with the corresponding CRB. For high signal-to-noise ratios, the performance of the proposed method is close to optimal with an error variance close to the predictions made by the CRB.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)
Nyckelord
- Cramer-Rao bound
- sinewave fit
- seven-parameter model
- line spectral analysis
- non-linear least-squares
- IEEE standards 1057 & 1241
- Other information technology
- Övrig informationsteknik
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