Cramer-rao bounds for wavelet transform-based instantaneous frequency estimates
Richard Scheper, Anthony Teolis · IEEE Transactions on Signal Processing · 2003
We use an asymptotic integral approximation of a wavelet transform as a model for the estimation of instantaneous frequency (IF). Our approach allows the calculation of the Cramer-Rao bound for the IF variance at each time directly, without the need for explicit phase parameterization. This is in contrast to other approaches where the Cramer-Rao bounds rely on a preliminary decomposition of the IF with respect to a (usually polynomial) basis. Attention is confined to the Morlet wavelet transform of single-component signals corrupted with additive Gaussian noise. Potential computationally and statistically efficient IF extraction algorithms suggested by the analysis are also discussed.