Potential signal parameters estimation accuracy using Prony's method

Cramer-Rao bound analytical expressions for an estimation of signal's Prony series parameters are calculated using maximum likelihood method. Potential noise stability estimation of Prony's method is carried out for a signal composed of two complex-conjugate exponents. The mean-square error and Cramer-Rao bound of the generalized parameter vector are defined for various signal/noise ratios; results of statistical modeling are presented.