Image Processing Reference
In-Depth Information
4.4.2.2.1
CRLB
The Fisher information matrix of the data with respect to the parameter vector
(
A
,
ϕ
1
,
…
,
ϕ
N
) is given by
∂
2
ln
p
∂
∂∂
2
ln
p
∂
∂∂
2
ln
p
c
c
c
...
N
∂
A
2
A
ϕ
A
ϕ
0
0
1
N
σ
2
∂
2
ln
p
∂
2
ln
p
∂
∂∂
2
ln
p
A
2
2
c
c
c
...
0
0
I
=−
∂∂
ϕ
A
∂
ϕ
2
ϕ ϕ
=
(4.67)
E
σ
1
1
1
N
...
...
...
..
A
2
∂
∂∂
2
ln
p
A
∂
∂∂
2
ln
p
∂
2
ln
p
00
c
c
c
...
σ
2
ϕ
ϕ ϕ
∂
ϕ
2
N
N
1
N
and the CRLB for unbiased estimation of (
A
,
ϕ
1
,
…
,
ϕ
N
) is given by
σ
2
0
0
N
σ
2
0
0
CRLB
=
(4.68)
A
2
σ
2
0
0
A
2
4.4.2.2.2 ML Estimation
The likelihood function for
N
statistically independent, Gaussian-distributed com-
plex observations
w
c
=
{(
w
,
)}
with underlying noiseless signal amplitude
A
rn
,
in
,
and arbitrary phase values
ϕ
1
,
…
,
ϕ
N
is given by
N
N
2
2
=
1
(
w
rn
A
,
−
cos
ϕ
)
(
w
in
A
,
−
sin
ϕ
)
∏
n
n
−
−
LA
(
,,, |
ϕϕ
…
{(
w
,
w
)})
e
e
.
(4.69)
2
2
2
σ
2
σ
1
N
r n
,
i n
,
2
πσ
2
n
=
1
Taking the logarithm yields
N
1
∑
ln
LN
=−
ln(
2
πσ
2
)
−
[(
w A
−
cos
ϕ
)
2
−
(
w
,,
−
A
sin
ϕ
) ].
2
(4.70)
rn
,
n
i
n
n
2
σ
2
n
=
1
The first derivative of ln
L
with respect to
A
and
ϕ
n
are given by
N
∂
ln
L
1
2
∑
NA
=
[
w
cos
ϕ
+
w
sin
ϕ
]
−
,
(4.70)
rn
,
n
in
,
n
∂
A
σ
σ
2
n
=
1
∂
∂
ln
L
A
w
=−
(
sin
ϕ
−
w
s
ϕ
).
(4.71)
rn
,
n
in
,
n
ϕ
σ
2
n
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