Cramer-Rao bounds and maximum likelihood estimation for random amplitude phase-modulated signals
Authors:
- A.K. NandiANA.K. Nandi
- A. SwamiASA. Swami
- 1 November 1999
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 47 (11) , 2905-2916
Abstract
The problem of estimating the phase parameters of a phase-modulated signal in the presence of colored multiplicative noise (random amplitude modulation) and additive white noise (both Gaussian) is addressed. Closed-form expressions for the exact and large-sample Cramer-Rao Bounds (CRBs) are derived. It is shown that the CRB is significantly affected by the color of the modulating process when the signal-to-noise ratio (SNR) or the intrinsic SNR is small. Maximum likelihood type estimators that ignore the noise color and optimize a criterion with respect to only the phase parameters are proposed. These estimators are shown to be equivalent to the nonlinear least squares estimators, which consist of matching the squared observations with a constant amplitude phase-modulated signal when the mean of the multiplicative noise is forced to zero. Closed-form expressions are derived for the efficiency of these estimators and are verified via simulations.Keywords
This publication has 20 references indexed in Scilit:
- Frequency offset and symbol timing recovery in flat-fading channels: a cyclostationary approachIEEE Transactions on Communications, 1998
- Analytic behavior of the LMS adaptive line enhancer for sinusoids corrupted by multiplicative and additive noiseIEEE Transactions on Signal Processing, 1998
- Harmonics in multiplicative and additive noise: parameter estimation using cyclic statisticsIEEE Transactions on Signal Processing, 1995
- Harmonics in multiplicative and additive noise: performance analysis of cyclic estimatorsIEEE Transactions on Signal Processing, 1995
- Harmonics in Gaussian multiplicative and additive noise: Cramer-Rao boundsIEEE Transactions on Signal Processing, 1995
- An adaptive maximum likelihood receiver for correlated Rayleigh-fading channelsIEEE Transactions on Communications, 1994
- The Cramer-Rao lower bound for signals with constant amplitude and polynomial phaseIEEE Transactions on Signal Processing, 1991
- On a relationship between the inverse of a stationary covariance matrix and the linear interpolatorJournal of Applied Probability, 1990
- NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDSJournal of Time Series Analysis, 1982
- Toeplitz Matrix Inversion: The Algorithm of W. F. TrenchJournal of the ACM, 1969