Abstract
In many areas of signal processing, the phases of complex-valued random variables are used to estimate system parameters, the magnitudes being discarded. In this paper, we consider the implications of doing this: the loss of statistical information and subsequent increase in asymptotic variance. Two particular cases, those of estimating the phase of the mean of a complex distribution, and estimating the frequency of a complex sinusoid in white noise, are considered. The estimators are motivated by estimation under von Mises distributional assumptions. The asymptotic distributional properties are obtained under general assumptions, and are tested using a small number of simulations.
Original language | English |
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Title of host publication | 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings |
Place of Publication | Piscataway, NJ |
Publisher | Institute of Electrical and Electronics Engineers (IEEE) |
Pages | 3982-3985 |
Number of pages | 4 |
ISBN (Print) | 9781424442966 |
DOIs | |
Publication status | Published - 2010 |
Event | 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Dallas, TX, United States Duration: 14 Mar 2010 → 19 Mar 2010 |
Other
Other | 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 |
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Country/Territory | United States |
City | Dallas, TX |
Period | 14/03/10 → 19/03/10 |