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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Dades bibliogràfiques
Publicat a:IEEE Signal processing letters 9, 2 (2002).
Autor principal: Sando, S.
Format: Article
Idioma:English
Matèries:
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.