Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Research Article Asymptotic Bounds for Frequency Estimation in the Presence of Multiplicative Noise | Hindawi Publishing Corporation EURASIP Journal on Advances in Signal Processing Volume 2007 Article ID 17090 9 pages doi 2007 17090 Research Article Asymptotic Bounds for Frequency Estimation in the Presence of Multiplicative Noise Zhi Wang and Saman S. Abeysekera School of Electrical and Electronic Engineering Nanyang Technological University Block S1 Nanyang Avenue Singapore 639798 Received 29 January 2006 Revised 27 May 2006 Accepted 13 August 2006 Recommended by Vikram Krishnamurthy We discuss the asymptotic Cramer-Rao bound CRB for frequency estimation in the presence of multiplicative noise. To improve numerical stability covariance matrix tapering is employed when the covariance matrix of the signal is singular at high SNR. It is shown that the periodogram-based CRB is a special case of frequency domain evaluation of the CRB employing the covariance matrix tapering technique. Using the proposed technique large sample frequency domain CRB is evaluated for Jake s model. The dependency of the large sample CRB on the Doppler frequency signal-to-noise ratio and data length is investigated in the paper. Finally an asymptotic closed form CRB for frequency estimation in the presence of multiplicative and additive colored noise is derived. Numerical results show that the asymptotic CRB obtained in frequency domain is accurate although its evaluation is computationally simple. Copyright 2007 Hindawi Publishing Corporation. All rights reserved. 1. INTRODUCTION The problem of frequency estimation from noisy signals is of fundamental importance in a variety of applications. Although the performance of frequency estimation in the presence of additive noise is rather well understood the same can not be stated for frequency estimation in the presence of multiplicative noise. Recently frequency estimation in the presence of multiplicative noise has received much attention especially in fading multipath channels backscatter radar signal processing and array processing
