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Cramer-Rao Bound And Optimal Amplitude Estimator Of Superimposed Sinusoidal Signals With Unknown Frequencies, Shaohui Jia

Doctoral Dissertations

This dissertation addresses optimally estimating the amplitudes of superimposed sinusoidal signals with unknown frequencies. The Cramer-Rao Bound of estimating the amplitudes in white Gaussian noise is given, and the maximum likelihood estimator of the amplitudes in this case is shown to be asymptotically efficient at high signal to noise ratio but finite sample size. Applying the theoretical results to signal resolutions, it is shown that the optimal resolution of multiple signals using a finite sample is given by the maximum likelihood estimator of the amplitudes of signals.