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

dc.contributor.author	Nazin A.	en
dc.contributor.author	Katkovnik V.	en
dc.date.accessioned	2012-11-01T16:31:39Z
dc.date.available	2012-11-01T16:31:39Z
dc.date.issued	1997	en
dc.identifier.citation	IEEE Transactions on Signal Processing	en
dc.identifier.citation	45	en
dc.identifier.citation	5	en
dc.identifier.issn	1053587X	en
dc.identifier.uri	http://hdl.handle.net/10500/7540
dc.description.abstract	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 recently derived for the mean squared errors of the local polynomial periodogram with the optimal window size. © 1997 IEEE.	en
dc.language.iso	en	en
dc.title	Minimax lower bound for time-varying frequency estimation of harmonic signal	en
dc.type	Article	en