By Topic

Minimax lower bound for time-varying frequency estimation of harmonic signal

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Nazin, A. ; Inst. of Control Sci., Moscow, Russia ; Katkovnik, V.

Estimation of the instantaneous frequency and its derivatives is considered for a harmonic complex-valued signal with the time-varying phase and time-invariant amplitude. The asymptotic minimax lower bound is derived for the mean squared error of estimation, provided that the phase is an arbitrary m-times piecewise differentiable function of time. It is shown that this lower bound is different only in a constant factor from the upper bound for the mean squared errors of the local polynomial periodogram with the optimal window size. The time-varying phases “worst” for estimation of the instantaneous frequency and its derivatives are obtained as a solution of the minimax problem

Published in:

Signal Processing, IEEE Transactions on  (Volume:46 ,  Issue: 12 )