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Parameter estimation employing a dual-channel sine-wave model under a Graussian assumption
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-2718-0262
2008 (English)In: IEEE Transactions on Instrumentation and Measurement, ISSN 0018-9456, E-ISSN 1557-9662, Vol. 57, no 8, 1661-1669 p.Article in journal (Refereed) Published
Abstract [en]

The Cramer-Rao bound (CRB) is a lower bound on the error variance of any estimator. For a Gaussian scenario, the CRB is derived for a seven-parameter, dual-channel sine-wave model, which is a model relevant to applications such as impedance measurements and the estimation of particle size and velocity by laser anemometry. Four different parameterizations; were considered: the common quadrature/in-phase and amplitude-phase models and two relative amplitude-phase models. The CRB indicated the achievable error variance of an unbiased estimator as a function of the signal-to-noise ratio (SNR), the number of samples, and noise power. A nonlinear least squares fit of the signal model to the collected data was employed. The problem at hand is separable and can be solved by a I-D search followed by a linear least squares fit of the remaining parameters. The performance of the method was investigated with the aid of a simulation study, and the outcome was compared with that of the corresponding CRB and with a recently proposed seven-parameter fit. For high SNRs, the performance of the proposed method is close to optimal with an error variance close to the predictions made by the CRB.

Place, publisher, year, edition, pages
2008. Vol. 57, no 8, 1661-1669 p.
Keyword [en]
Cramer-Rao bound (CRB), IEEE Standards 1057 and 1241, line spectral analysis, nonlinear least squares (NLS), seven-parameter model, sine-wave fit
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-38077DOI: 10.1109/TIM.2008.923782ISI: 000258183500021Scopus ID: 2-s2.0-48749110019OAI: oai:DiVA.org:kth-38077DiVA: diva2:436553
Note
QC 20110824. 24th IEEE Instrumentation and Measurement Technology Conference Location: Warsaw, POLAND Date: MAY 01-03, 2007 Available from: 2011-08-24 Created: 2011-08-22 Last updated: 2017-12-08Bibliographically approved

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Händel, Peter

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