Cramer-Rao lower bounds for a damped sinusoidal process
Ying-Xian Yao, S. M. Pandit · IEEE Transactions on Signal Processing · 1995
The Cramer-Rao lower bounds (CRLBs) for the parameter estimators of a damped sinusoidal process are derived in this paper. Succinct matrix expressions for CRLB's of frequency, damping factor, amplitude, and initial phase are given for both scalar and vector processes. The relationships between the CRLBs of the characteristic parameters are established in the general multimode case. In particular, explicit, closed-form expressions for the single mode scalar/vector-damped/undamped cases are provided.>