DocumentCode :
1140460
Title :
Stochastic Crame´r-Rao bound for noncircular signals with application to DOA estimation
Author :
Delmas, Jean-Pierre ; Abeida, Habti
Author_Institution :
Dept. CITI, UMR-CNRS, Evry, France
Volume :
52
Issue :
11
fYear :
2004
Firstpage :
3192
Lastpage :
3199
Abstract :
After providing an extension of the Slepian-Bangs formula for general noncircular complex Gaussian distributions, this paper focuses on the stochastic Crame´r-Rao bound (CRB) on direction-of-arrival (DOA) estimation accuracy for noncircular sources. We derive an explicit expression of the CRB for DOA parameters alone in the case of noncircular complex Gaussian sources by two different methods. One of them consists of computing the asymptotic covariance matrix of the maximum likelihood (ML) estimator, and the other is obtained directly from our extended Slepian-Bangs formula. Some properties of this CRB are proved, and finally, it is numerically compared with the CRBs under circular complex Gaussian and complex discrete distributions of sources.
Keywords :
Gaussian distribution; covariance matrices; direction-of-arrival estimation; maximum likelihood estimation; signal processing; stochastic processes; DOA estimation; Slepian-Bangs formula; asymptotic covariance matrix; complex discrete distribution; maximum likelihood estimator; noncircular complex Gaussian distribution; noncircular signals; stochastic Cramer-Rao bound; Binary phase shift keying; Closed-form solution; Covariance matrix; Digital communication; Direction of arrival estimation; Gaussian distribution; Maximum likelihood estimation; Signal processing; Stochastic processes; Upper bound; Maximum likelihood estimation; noncircular signals; stochastic CRB;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2004.836462
Filename :
1344468
Link To Document :
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