Asymptotic Cramer-Rao bounds for Morlet wavelet filter bank transforms of FM signals

Richard Scheper

doi:10.1117/12.458734

8 March 2002 Asymptotic Cramer-Rao bounds for Morlet wavelet filter bank transforms of FM signals

Richard Scheper

Proceedings Volume 4738, Wavelet and Independent Component Analysis Applications IX; (2002) https://doi.org/10.1117/12.458734
Event: AeroSense 2002, 2002, Orlando, FL, United States

Abstract

Wavelet filter banks are potentially useful tools for analyzing and extracting information from frequency modulated (FM) signals in noise. Chief among the advantages of such filter banks is the tendency of wavelet transforms to concentrate signal energy while simultaneously dispersing noise energy over the time-frequency plane, thus raising the effective signal to noise ratio of filtered signals. Over the past decade, much effort has gone into devising new algorithms to extract the relevant information from transformed signals while identifying and discarding the transformed noise. Therefore, estimates of the ultimate performance bounds on such algorithms would serve as valuable benchmarks in the process of choosing optimal algorithms for given signal classes. Discussed here is the specific case of FM signals analyzed by Morlet wavelet filter banks. By making use of the stationary phase approximation of the Morlet transform, and assuming that the measured signals are well resolved digitally, the asymptotic form of the Fisher Information Matrix is derived. From this, Cramer-Rao bounds are analytically derived for simple cases.

Citation Download Citation

Richard Scheper "Asymptotic Cramer-Rao bounds for Morlet wavelet filter bank transforms of FM signals", Proc. SPIE 4738, Wavelet and Independent Component Analysis Applications IX, (8 March 2002); https://doi.org/10.1117/12.458734

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