Single tone parameter estimation from discrete-time observations

Estimation of the parameters of a single-frequency complex tone from a finite number of noisy discrete-time observations is discussed. The appropriate Cramér-Rao bounds and maximum-likelihood (MI.) estimation algorithms are derived. Some properties of the ML estimators are proved. The relationship of ML estimation to the discrete Fourier transform is exploited to obtain practical algorithms. The threshold effect of one algorithm is analyzed and compared to simulation results. Other simulation results verify other aspects of the analysis.