阻尼正弦项叠加形式估计参数的Cramer-Rao下界

CRAMER-RAO BOUND OF ESTIMATED PARAMETER OF SUPERIMPOSED EXPONENTIALLY DAMPED SINUSOIDS

对于阻尼正弦项叠加形式的参数估计问题 ,详细推导了关于部分参数的Cramer Rao下界的精确形式 ,并具体计算了一阶情况下的表达式。由于阻尼项的存在 ,此类参数估计问题是做不到渐近一致的。参数的估计精度与阻尼项有关 ,阻尼项越接近于零 。

For the problem of estimating parameters of superimposed exponentially damped sinusoids,the compact Cramer Rao Bound of its some parameters is derived in this paper.In the case of one order,detail CRB formula is given,from which we can see that this kind of estimation problem is always inconsistent and the near to zone the damped item is,the more accurate result of estimation we may get.