Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals
The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In this paper, derivation of the Cramer-Rao Bound on real decay rates of multiexponential signals buried in white Gaussian noise is...
| Main Authors: | , , , |
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| Format: | Proceeding Paper |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/1/05367779.pdf |
| _version_ | 1848776582756302848 |
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| author | Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M. |
| author_facet | Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M. |
| author_sort | Jibia, Abdussamad U. |
| building | IIUM Repository |
| collection | Online Access |
| description | The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In
this paper, derivation of the Cramer-Rao Bound on real decay
rates of multiexponential signals buried in white Gaussian noise is presented. It is then used to compare the efficiencies of some of the techniques used in the analysis of such signals. Specifically, two eigendecomposition-based techniques as well as SVD-ARMA (Singular Value Decomposition Autoregressive Moving Average) method are tested and evaluated. The two eigenvector methods were found to outperform SVD-ARMA with minimum norm being the most reliable at very low SNRs (Signal to Noise Ratios). |
| first_indexed | 2025-11-14T14:32:23Z |
| format | Proceeding Paper |
| id | iium-5895 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T14:32:23Z |
| publishDate | 2009 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-58952011-11-21T22:33:26Z http://irep.iium.edu.my/5895/ Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M. T Technology (General) The Cramer Rao Lower Bound on the mean square error of unbiased estimators is widely used as a measure of accuracy of parameter estimates obtained from a given data. In this paper, derivation of the Cramer-Rao Bound on real decay rates of multiexponential signals buried in white Gaussian noise is presented. It is then used to compare the efficiencies of some of the techniques used in the analysis of such signals. Specifically, two eigendecomposition-based techniques as well as SVD-ARMA (Singular Value Decomposition Autoregressive Moving Average) method are tested and evaluated. The two eigenvector methods were found to outperform SVD-ARMA with minimum norm being the most reliable at very low SNRs (Signal to Noise Ratios). 2009 Proceeding Paper PeerReviewed application/pdf en http://irep.iium.edu.my/5895/1/05367779.pdf Jibia, Abdussamad U. and Salami, Momoh Jimoh Emiyoka and Khalifa, Othman Omran and Elfaki, Faiz A. M. (2009) Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals. In: 16th International Conference on Systems, Signals and Image Processing (IWSSIP 2009), 18-20 June 2009 , Chalkida. http://dx.doi.org/10.1109/IWSSIP.2009.5367779 doi:10.1109/IWSSIP.2009.5367779 |
| spellingShingle | T Technology (General) Jibia, Abdussamad U. Salami, Momoh Jimoh Emiyoka Khalifa, Othman Omran Elfaki, Faiz A. M. Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals |
| title | Cramer-Rao Lower Bound for Parameter Estimation
of Multiexponential Signals |
| title_full | Cramer-Rao Lower Bound for Parameter Estimation
of Multiexponential Signals |
| title_fullStr | Cramer-Rao Lower Bound for Parameter Estimation
of Multiexponential Signals |
| title_full_unstemmed | Cramer-Rao Lower Bound for Parameter Estimation
of Multiexponential Signals |
| title_short | Cramer-Rao Lower Bound for Parameter Estimation
of Multiexponential Signals |
| title_sort | cramer-rao lower bound for parameter estimation
of multiexponential signals |
| topic | T Technology (General) |
| url | http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/ http://irep.iium.edu.my/5895/1/05367779.pdf |