Abstract
The performance of an extended Kalman filter (EKE') applied to the problem of estimating the (assumed constant) parameten (fundamental frequency, harmonic phases, and amplitudes) of a complex multiharmonic signal measured in noise is shown to he asymptotically (i.e., as the number of measurements tends to infinity) efliuent. The Cramer-Rao (CR) bounds associated with the estimation problem are derived for the case where the measurements commence at an arbitrarg time distinct from zero.
| Original language | English |
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| Pages (from-to) | 1366–1375 |
| Journal | IEEE Transactions on Signal Processing |
| Publication status | Published - Jun 1994 |