Asymptotic worst and best case Cramer-Rao bounds for estimation of parameters of low-frequency damped sinusoid

Yiilmaz E., Dilaveroglu E.

ELECTRONICS LETTERS, vol.41, no.2, pp.104-106, 2005 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 41 Issue: 2
  • Publication Date: 2005
  • Doi Number: 10.1049/el:20057224
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.104-106
  • Bursa Uludag University Affiliated: Yes


Simple closed-form expressions are presented for the worst and the best case Cramer-Rao bounds for estimating the parameters of a damped sinusoid in additive white Gaussian noise in the case of low damping and a sufficiently large number of data samples. The expressions are valid in the sub-Rayleigh region where the difference between the critical bounds becomes important.