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Parameter estimatio...
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Händel, Peter,1962-KTH,Signalbehandling,ACCESS Linnaeus Centre
(författare)
Parameter estimation employing a dual-channel sine-wave model under a Graussian assumption
- Artikel/kapitelEngelska2008
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LIBRIS-ID:oai:DiVA.org:kth-38077
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-38077URI
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https://doi.org/10.1109/TIM.2008.923782DOI
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Språk:engelska
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Sammanfattning på:engelska
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QC 20110824. 24th IEEE Instrumentation and Measurement Technology Conference Location: Warsaw, POLAND Date: MAY 01-03, 2007
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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, which is a model relevant to applications such as impedance measurements and the estimation of particle size and velocity by laser anemometry. Four different parameterizations; were considered: the common quadrature/in-phase and amplitude-phase models and two relative amplitude-phase models. The CRB indicated the achievable error variance of an unbiased estimator as a function of the signal-to-noise ratio (SNR), the number of samples, and noise power. A nonlinear least squares fit of the signal model to the collected data was employed. The problem at hand is separable and can be solved by a I-D search followed by a linear least squares fit of the remaining parameters. The performance of the method was investigated with the aid of a simulation study, and the outcome was compared with that of the corresponding CRB and with a recently proposed seven-parameter fit. For high SNRs, the performance of the proposed method is close to optimal with an error variance close to the predictions made by the CRB.
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KTHSignalbehandling
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Ingår i:IEEE Transactions on Instrumentation and Measurement57:8, s. 1661-16690018-94561557-9662
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