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On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids

The moment-based [Formula: see text] signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas. The authors studied its performances only through numerical examples and concluded th...

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Autor principal: Romano, Gianmarco
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8347679/
https://www.ncbi.nlm.nih.gov/pubmed/34372187
http://dx.doi.org/10.3390/s21154950
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author Romano, Gianmarco
author_facet Romano, Gianmarco
author_sort Romano, Gianmarco
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description The moment-based [Formula: see text] signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic 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 [Formula: see text] 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.
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spelling pubmed-83476792021-08-08 On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids Romano, Gianmarco Sensors (Basel) Article The moment-based [Formula: see text] signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic 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 [Formula: see text] 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. MDPI 2021-07-21 /pmc/articles/PMC8347679/ /pubmed/34372187 http://dx.doi.org/10.3390/s21154950 Text en © 2021 by the author. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Romano, Gianmarco
On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids
title On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids
title_full On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids
title_fullStr On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids
title_full_unstemmed On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids
title_short On Asymptotic Efficiency of the M(2)M(4) Signal-to-Noise Estimator for Deterministic Complex Sinusoids
title_sort on asymptotic efficiency of the m(2)m(4) signal-to-noise estimator for deterministic complex sinusoids
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8347679/
https://www.ncbi.nlm.nih.gov/pubmed/34372187
http://dx.doi.org/10.3390/s21154950
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