时延估计的克拉美-罗下界的渐近分析

应用科学学报 ›› 1998, Vol. 16 ›› Issue (2): 140-148.

时延估计的克拉美-罗下界的渐近分析

尹成友, 徐善驾, 王东进

中国科学技术大学

收稿日期:1996-10-20 修回日期:1997-01-23 出版日期:1998-06-30 发布日期:1998-06-30
作者简介:尹成友:博士,中国科学技术大学电子工程与信息科学系,合肥 230027
基金资助:
国防科研资助

On the Asymptotic Analysis of Cramer-Rao Bound for Time Delay Estimation

YIN CHENGYOU, XU SHANJIA, WANG DONGJIN

Department of Electronic Engineering and Information Science, University of Science and Technology of China, Hefei 230027

Received:1996-10-20 Revised:1997-01-23 Online:1998-06-30 Published:1998-06-30

摘要/Abstract

摘要： 从时延估计的Fisher矩阵的最基本概率表达式入手,利用Toeplitz (托布里兹)矩阵和循环矩阵的渐近等效性,以及循环矩阵的谱特性,导出了时延、多普勒、及其更高阶导数联合估计的Fisher矩阵的严格渐近解析表达式,此结果较人们常采用的近似结果更加精确.两者之间的比较分析表明,在一定条件下两者具有较好的一致性.

关键词: 克拉美-罗下界, 托布里兹矩阵, 时延估计

Abstract: ln this paper, starting with the most elementary probability formula of Fisher matrix for time delay estimation, a rigorous asymptotic expression of Fisher matrix for time delay, Doppler shift and its higher derivative joint estimation is introduced by using the asymptotic equivalent property of Toeplitz matrix, circulant matrix, and the specrtum characteristic of circulant matrices. The present result is more accurate than the commonly used one. A comparison between the two results shows that under certain conditions the agreement of the two results is excellent.

Key words: Toeplitz matrix, Cramer-Rao bound, time delay estimation

尹成友, 徐善驾, 王东进. 时延估计的克拉美-罗下界的渐近分析[J]. 应用科学学报, 1998, 16(2): 140-148.

YIN CHENGYOU, XU SHANJIA, WANG DONGJIN. On the Asymptotic Analysis of Cramer-Rao Bound for Time Delay Estimation[J]. Journal of Applied Sciences, 1998, 16(2): 140-148.