Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals

The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In this paper, derivation of the Cramer-Rao Bound on real decay rates of multiexponential signals buried in white Gaussian noise is...

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Main Authors:	Jibia, Abdussamad U., Salami, Momoh Jimoh Emiyoka, Khalifa, Othman Omran, Elfaki, Faiz A. M.
Format:	Conference or Workshop Item
Language:	English
Published:	2009
Subjects:	T Technology (General)
Online Access:	http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/1/05367779.pdf

id	iium-5895
recordtype	eprints
spelling	iium-58952011-11-21T22:33:26Z http://irep.iium.edu.my/5895/ Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M. T Technology (General) The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In this paper, derivation of the Cramer-Rao Bound on real decay rates of multiexponential signals buried in white Gaussian noise is presented. It is then used to compare the efficiencies of some of the techniques used in the analysis of such signals. Specifically, two eigendecomposition-based techniques as well as SVD-ARMA (Singular Value Decomposition Autoregressive Moving Average) method are tested and evaluated. The two eigenvector methods were found to outperform SVD-ARMA with minimum norm being the most reliable at very low SNRs (Signal to Noise Ratios). 2009 Conference or Workshop Item PeerReviewed application/pdf en http://irep.iium.edu.my/5895/1/05367779.pdf Jibia, Abdussamad U. and Salami, Momoh Jimoh Emiyoka and Khalifa, Othman Omran and Elfaki, Faiz A. M. (2009) Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals. In: 16th International Conference on Systems, Signals and Image Processing (IWSSIP 2009), 18-20 June 2009 , Chalkida. http://dx.doi.org/10.1109/IWSSIP.2009.5367779 doi:10.1109/IWSSIP.2009.5367779
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English
topic	T Technology (General)
spellingShingle	T Technology (General) Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M. Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
description	The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In this paper, derivation of the Cramer-Rao Bound on real decay rates of multiexponential signals buried in white Gaussian noise is presented. It is then used to compare the efficiencies of some of the techniques used in the analysis of such signals. Specifically, two eigendecomposition-based techniques as well as SVD-ARMA (Singular Value Decomposition Autoregressive Moving Average) method are tested and evaluated. The two eigenvector methods were found to outperform SVD-ARMA with minimum norm being the most reliable at very low SNRs (Signal to Noise Ratios).
format	Conference or Workshop Item
author	Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M.
author_facet	Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M.
author_sort	Jibia, Abdussamad U.
title	Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
title_short	Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
title_full	Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
title_fullStr	Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
title_full_unstemmed	Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
title_sort	cramer-rao lower bound for parameter estimation of multiexponential signals
publishDate	2009
url	http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/1/05367779.pdf
first_indexed	2023-09-18T20:14:41Z
last_indexed	2023-09-18T20:14:41Z
_version_	1777407709120823296

Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals

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