Parametric Estimation Of Multi-component Signals With Random Amplitude And Deterministic Phase

Abstract

We consider a class of nonstationary multi component signals, where each component has a random amplitude and a deterministic phase. The amplitude is a stationary Gaussian process plus a time varying mean. The phase and the amplitude mean are characterized by linear parametric models, while the covariance of the amplitude function is parameterized in some general manner. This model encompasses signals which are commonly used in communications, radar, sonar, and other engineering systems. We derive the Cramer Rao Bound for the estimates of the amplitude and phase parameters.