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Statistical performance of the first order phase difference digital instantaneous frequency estimator

Statistical performance of the first order phase difference digital instantaneous frequency estimator

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The authors derive exact analytical expressions for the PDF of instantaneous frequency estimate and the mean squared error (MSE) of a first order phase difference estimator in Gaussian white noise. The MSE is also derived in terms of linearised circular mean squared error, and is then compared to the Cramér-Rao bounds.

Inspec keywords: approximation theory; error statistics; white noise; signal processing; Gaussian noise; frequency estimation; probability

Other keywords: Cramer-Rao bounds; statistical performance; Gaussian white noise; first order phase difference; digital instantaneous frequency estimator; linearised circular mean squared error; mean squared error; MSE

Subjects: Signal processing and detection; Simulation, modelling and identification; Information theory; Information theory; Interpolation and function approximation (numerical analysis); Other topics in statistics; Interpolation and function approximation (numerical analysis); Other topics in statistics

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