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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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Formato: | Online Artículo Texto |
Lenguaje: | English |
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MDPI
2021
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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 |
collection | PubMed |
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. |
format | Online Article Text |
id | pubmed-8347679 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2021 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
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 |
work_keys_str_mv | AT romanogianmarco onasymptoticefficiencyofthem2m4signaltonoiseestimatorfordeterministiccomplexsinusoids |