DocumentCode
1178970
Title
Fisher information matrix of the coherently averaged covariance matrix
Author
Hung, Hsien-Sen ; Kaveh, M.
Author_Institution
Dept. of Electr. Eng. & Comput. Eng., Iowa State Univ., Ames, IA, USA
Volume
39
Issue
6
fYear
1991
fDate
6/1/1991 12:00:00 AM
Firstpage
1433
Lastpage
1435
Abstract
Novel expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by the authors (see Proc. ICASSP-87, Dallas, TX, Apr. 1987). The reasons for the previous erroneous results are discussed
Keywords
information theory; matrix algebra; signal processing; asymptotic Fisher information matrix; coherent signal-subspace method; coherently averaged covariance matrix; signal processing; statistical sufficiency; Covariance matrix; Direction of arrival estimation; Discrete Fourier transforms; Frequency; Gaussian distribution; Narrowband; Parameter estimation; Sensor arrays; Statistics; Wideband;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.136553
Filename
136553
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