Title :
Poisson models and mean-squared error for correlator estimator of time delay
Author :
Hero, Alfred O. ; Schwartz, Stuart C.
Author_Institution :
Dept. of Electr. Eng., & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
fDate :
3/1/1988 12:00:00 AM
Abstract :
A method for modeling large errors in correlation-based time-delay estimation is developed in terms of level-crossing probabilities. The level-crossing interpretation for peak ambiguity leads directly to an exact expression for the probability of large error involving the hazard function associated with the level-crossing process. Two models for the distribution of the error over the level-crossing time yield approximations to the mean-square error (MSE) that involve the low-order (<4) finite-dimensional distributions of the associated level-crossing process. Application of an inhomogeneous Poisson model for the level crossings reduces the form of the approximations to a weighted sum of the Cramer-Rao lower bound and the second moment of a function of the level-crossing intensity over time. Explicit expressions for the large error probability and the MSE approximations are obtained under a Gaussian model for the correlator statistics. Results of computer simulation are presented that indicate the accuracy of the approximations
Keywords :
correlators; delays; error statistics; estimation theory; information theory; probability; signal processing; Cramer-Rao lower bound; Gaussian model; MSE approximations; Poisson models; correlator estimator; error probability; hazard function; level-crossing probabilities; mean-squared error; signal processing; time-delay estimation; Array signal processing; Computer simulation; Correlators; Delay effects; Delay estimation; Error analysis; Error probability; Estimation error; Hazards; Sensor arrays;
Journal_Title :
Information Theory, IEEE Transactions on