On the performance of cyclic moments-based parameter estimators of amplitude modulated polynomial phase signals

Parameter estimation of amplitude-modulated polynomial phase signals embedded in additive white Gaussian noise is considered. The amplitude modulation is modeled as the sum of a real-valued deterministic function and a zero mean correlated stationary random process. It is shown that cyclic moments-based estimators, previously proposed for parameter estimation of polynomial phase signals modulated by stationary random processes, can be adapted to the more general signal model considered here. The covariance matrices of the cyclic moments-based amplitude and phase parameter estimators are derived for large sample lengths. Using this result, it is shown how the lags can be chosen to minimize the large-sample variances of the cyclic moments-based phase parameter estimators. Comparisons with the Cramer-Rao bounds are performed under the assumption of a Gaussian modulating process. The theoretical derivations are confirmed by simulation results.