Title: Cramer-rao bounds for wavelet transform-based instantaneous frequency estimates
Abstract:We use an asymptotic integral approximation of a wavelet transform as a model for the estimation of instantaneous frequency (IF). Our approach allows the calculation of the Cramer-Rao bound for the IF...We use an asymptotic integral approximation of a wavelet transform as a model for the estimation of instantaneous frequency (IF). Our approach allows the calculation of the Cramer-Rao bound for the IF variance at each time directly, without the need for explicit phase parameterization. This is in contrast to other approaches where the Cramer-Rao bounds rely on a preliminary decomposition of the IF with respect to a (usually polynomial) basis. Attention is confined to the Morlet wavelet transform of single-component signals corrupted with additive Gaussian noise. Potential computationally and statistically efficient IF extraction algorithms suggested by the analysis are also discussed.Read More
Publication Year: 2003
Publication Date: 2003-05-22
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 20
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