We estimate the AR parameters with the sinusoidal parameters fixed.
The derivatives for the AR parameters
may be found in Section 9.2.7 (assume ).
But, we do not need to use iterative methods to find the ML parameters that
maximize (8.13) since we can obtain them in one
step using Levinson algorithm.
Treating the residual error
as
AR noise, we compute the autocorrelation function using the
frequencydomain method by
taking the inverse FFT of the magnitudesquared
of the FFT of .
The Levinson algorithm is then used to find the AR coefficients
and .
The Fisher's information matrix for AR modeling was
given in Section 5.2.8 in terms of the CR bound
matrix which is the inverse of the FIM.
We have

(8.16) 
where is the autocorrelation
matrix.
The CR bound for is independent of
and given by

(8.17) 
Baggenstoss
20170519