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Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals

Jibia, Abdussamad U. and Salami, Momoh Jimoh Emiyoka and Khalifa, Othman Omran and Elfaki, Faiz A. M. (2009) Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals. In: 16th International Conference on Systems, Signals and Image Processing (IWSSIP 2009), 18-20 June 2009 , Chalkida.

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Abstract

The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In this paper, derivation of the Cramer-Rao Bound on real decay rates of multiexponential signals buried in white Gaussian noise is presented. It is then used to compare the efficiencies of some of the techniques used in the analysis of such signals. Specifically, two eigendecomposition-based techniques as well as SVD-ARMA (Singular Value Decomposition Autoregressive Moving Average) method are tested and evaluated. The two eigenvector methods were found to outperform SVD-ARMA with minimum norm being the most reliable at very low SNRs (Signal to Noise Ratios).

Item Type: Conference or Workshop Item (Full Paper)
Additional Information: 2470/5895 ISBN : 978-1-4244-4530-1
Subjects: T Technology > T Technology (General)
Kulliyyahs/Centres/Divisions/Institutes: Kulliyyah of Engineering > Department of Electrical and Computer Engineering
Depositing User: Prof. Dr Othman O. Khalifa
Date Deposited: 11 Nov 2011 15:16
Last Modified: 22 Nov 2011 06:33
URI: http://irep.iium.edu.my/id/eprint/5895

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