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关于确定性复正弦信号的信噪比估计的渐近效率。

On Asymptotic Efficiency of the Signal-to-Noise Estimator for Deterministic Complex Sinusoids.

机构信息

Department of Engineering, University of Campania "L. Vanvitelli", 81031 Aversa, CE, Italy.

出版信息

Sensors (Basel). 2021 Jul 21;21(15):4950. doi: 10.3390/s21154950.

Abstract

The moment-based M2M4 signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas. The authors studied its performances only through numerical examples and concluded that the proposed estimator is asymptotically efficient and exhibits finite sample super-efficiency for some combinations of signal and noise power. In this paper, we derive the analytical asymptotic performances of the proposed M2M4 SNR estimator, and we show that, contrary to what it has been concluded by Sekhar and Sreenivas, the proposed estimator is neither (asymptotically) efficient nor super-efficient. We also show that when dealing with deterministic signals, the covariance matrix needed to derive asymptotic performances must be explicitly derived as its known general form for random signals cannot be extended to deterministic signals. Numerical examples are provided whose results confirm the analytical findings.

摘要

M2M4 基于矩的信噪比(SNR)估计器是由 Sekhar 和 Sreenivas 提出的,用于估计复正弦信号的 SNR,该信号受到加性高斯噪声的干扰,相位未知。作者仅通过数值示例研究了其性能,并得出结论,对于某些信号和噪声功率组合,所提出的估计器具有渐近效率并且表现出有限样本超效率。在本文中,我们推导出所提出的 M2M4 SNR 估计器的分析渐近性能,并表明与 Sekhar 和 Sreenivas 的结论相反,所提出的估计器既不是(渐近)有效的,也不是超有效的。我们还表明,在处理确定性信号时,必须显式地推导出用于导出渐近性能的协方差矩阵,因为其已知的随机信号的通用形式不能扩展到确定性信号。提供了数值示例,其结果证实了分析结果。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/4ece/8347679/127114acab3b/sensors-21-04950-g001.jpg

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