On AR modulated harmonics: CRB and parameter estimation
Mounir Ghogho, Bernard Garel · 2002
The problem of estimation of harmonics with randomly time-varying amplitude is addressed. We deduce closed forms of the Cramer-Rao bounds by modeling these fluctuations by a Gaussian or non-Gaussian AR process. For the frequency estimation, the paper compares a parametric approach based on the ARMA representation of the signal and a non-parametric approach based on filtered version of higher-order statistics. Convergence and asymptotic normality of the estimators are established.