Skip to main content
Log in

The Asymptotic Cramér-Rao Bound for 2-D Superimposed Exponential Signals

  • Published:
Multidimensional Systems and Signal Processing Aims and scope Submit manuscript

Abstract

The problem of estimating the parameters of complex-valued two-dimensional (2-D) exponential signals corrupted by noise occurs in many signal processing applications. In this paper we derive a simple and easily interpretable expression for the asymptotic Cramér-Rao bound (CRB) matrix associated with this problem. The Maximum Likelihood (ML) method attains the performance corresponding to the asymptotic CRB as the dimensions of the observed field increase. Furthermore, the Nonlinear Least Squares (NLS) method, which ignores the possible correlation of the noise, achieves the same performance as the ML method in large samples.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. G. Cohen and J.M. Francos, ''Least Squares Estimation of 2-D Exponentials in Colored Noise: Asymptotic Analysis,'' submitted for publication, 2000.

  2. J.M. Francos, ''Cramér-Rao Bound on the Accuracy of Complex Valued Homogeneous Gaussian Random Fields,'' submitted for publication, 2000.

  3. U. Grenander and M. Rosenblatt, Statistical Analysis of Stationary Time Series, Stockholm: Almquist och Wiksell, 1956.

    Google Scholar 

  4. A. Isaksson, On System Identification in One and Two Dimensions with Signal Processing Applications, Ph.D Dissertation, no. 196, Linköping Studies in Science and Technology, Sweden, 1988.

    Google Scholar 

  5. D. Kundu and A. Mitra, ''Asymptotic Properties of the Least Square Estimates of 2-D Exponential Signals,'' Multidimensional Systems and Signal Processing, vol. 7, April 1996, pp. 135–150.

    Google Scholar 

  6. J. Li, P. Stoica, and D. Zheng, ''An Efficient Algorithm for Two-Dimensional Frequency Estimation,'' Multidimensional Systems and Signal Processing, vol. 7, April 1996, pp. 151–178.

    Google Scholar 

  7. L. Ljung and Z.D. Yuan, ''Asymptotic Properties of Black-Box Identification of Transfer Functions,'' IEEE Transactions on Automatic Control, vol. 30, no. 6, 1985, pp. 514–530.

    Google Scholar 

  8. C.R. Rao, L. Zhao, and B. Zhou, ''Maximum Likelihood Estimation of 2-D Superimposed Exponential Signals,'' IEEE Transactions on Signal Processing, vol. 42, no. 7, 1994, pp. 1795–1802.

    Google Scholar 

  9. P. Stoica and A. Nehorai, ''Statistical Analysis of Two Nonlinear Least-Squares Estimators of Sine-Wave Parameters in the Colored-Noise Case,'' Circuits, Systems Signal Processing, vol. 8, 1989, pp. 3–15.

    Google Scholar 

  10. P. Stoica and R.L. Moses, Introduction to Spectral Analysis, Upper Saddle River, NJ: Prentice-Hall, 1997.

    Google Scholar 

  11. P. Stoica, A. Jakobsson, and J. Li, ''Cisoid Parameter Estimation in the Colored Noise Case: Asymptotic Cramér-Rao Bound, Maximum Likelihood and Nonlinear Least-Squares,'' IEEE Transactions on Signal Processing, vol. 45, no. 8, 1997, pp. 2048–2059.

    Google Scholar 

  12. Z.D. Yuan and L. Ljung, ''Black-Box Identification of Multivariate Transfer Functions-Asymptotic Properties and Optimal Input Design,'' International Journal of Control, vol. 40, no. 2, 1984, pp. 233–256.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mitra, A., Stoica, P. The Asymptotic Cramér-Rao Bound for 2-D Superimposed Exponential Signals. Multidimensional Systems and Signal Processing 13, 317–331 (2002). https://doi.org/10.1023/A:1015812530744

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1015812530744

Navigation