Generalization of Whittle's theorem to cyclostationary signals

Abstract

Whittle's theorem greatly facilitates the computation of the Cramer-Rao bound (CRB) for stationary signals by establishing that the Fisher information matrix can be asymptotically re-expressed in terms of the spectral density matrix, which for stationary signals is diagonal and thus is easily invertible. A generalization that accommodates cyclostationary signals is proposed, and examples of its application to computing the CRB for parameters of cyclostationary signals are given.<>