Cramer-Rao bounds for deterministic modal analysis
| dc.contributor.author | Scharf, Louis L., author | |
| dc.contributor.author | McWhorter, L. Todd, author | |
| dc.contributor.author | IEEE, publisher | |
| dc.date.accessioned | 2007-01-03T04:18:50Z | |
| dc.date.available | 2007-01-03T04:18:50Z | |
| dc.date.issued | 1993 | |
| dc.description.abstract | How accurately can deterministic modes be identified from a finite record of noisy data? In this paper we answer this question by computing the Cramer-Rao bound on the error covariance matrix of any unbiased estimator of mode parameters. The bound is computed for many of the standard parametric descriptions of a mode, including autoregressive and moving average parameters, poles and residues, and poles and zeros. Asymptotic, frequency domain versions of the Cramer-Rao bound bring insight into the role played by poles and zeros. Application of the bound to second- and fourth-order systems illustrates the coupling between estimator errors and illuminates the influence of mode locations on our ability to identify them. Application of the bound to the estimation of an energy spectrum illuminates the accuracy of estimators that presume to resolve spectral peaks. | |
| dc.description.sponsorship | This work was supported by Bonneville Power Administration under Contract DEB17990BP07346 and by the Office of Naval Research under Contract N00014-89-J-1070. | |
| dc.format.medium | born digital | |
| dc.format.medium | articles | |
| dc.identifier.bibliographicCitation | McWhorter, Todd and Louis L. Scharf, Cramer-Rao Bounds for Deterministic Modal Analysis, IEEE Transactions on Signal Processing 41, no. 5 (May 1993): 1847-1866. | |
| dc.identifier.uri | http://hdl.handle.net/10217/739 | |
| dc.language | English | |
| dc.language.iso | eng | |
| dc.publisher | Colorado State University. Libraries | |
| dc.relation.ispartof | Faculty Publications | |
| dc.rights | ©1993 IEEE. | |
| dc.rights | Copyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright. | |
| dc.subject | spectral analysis | |
| dc.subject | poles and zeros | |
| dc.subject | parameter estimation | |
| dc.title | Cramer-Rao bounds for deterministic modal analysis | |
| dc.type | Text |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- ECElls00005.pdf
- Size:
- 1.33 MB
- Format:
- Adobe Portable Document Format
- Description: