On the Cramer-Rao bound for model-based spectral analysis.

On the Cramer-Rao bound for model-based spectral analysis.

We derive the Cramer-Rao bound for the parameters of a general time series model whose parameterization is dependent upon an unknown integer model order. To illustrate the usefulness of the theoretical results, the example of autoregressive spectral density estimation using Akaike (1974) order selec...

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Bibliografski detalji
Izdano u:IEEE Signal processing letters 9, 2 (2002).
Glavni autor: Sando, S.
Format: Članak
Jezik:English
Teme:
Akaike order selection criterion.
Cramer-Rao bound.
Autoregressive spectral density estimation.
General time series model.
Integer model order.
Model-based spectral analysis.
Signal model.
Signal processing.