Compact Cramer-Rao bound expression for an extended signal model

Author

Lee, Harry B. ; Jachner, Jack

Author_Institution

Atlantic Aerosp. Electron. Corp., Waltham, MA, USA

Volume

42

Issue

10

fYear

1994

fDate

10/1/1994 12:00:00 AM

Firstpage

2868

Lastpage

2870

Abstract

Previously, Stoica and Nehorai (1989, 1990), and Yau and Bresler (see ibid., vol.40, no.5, p.1508, 1992) have developed compact expressions for the Cramer-Rao (CR) bound on frequency covariance for a class of spectral estimation problems. These expressions are very useful in that they support identification of fundamental performance limitations that otherwise would be difficult or impossible to obtain. This article extends the foregoing CR bound results to a more general data model. The work is motivated by direction-finding (DF) scenarios that cannot readily be represented by the data models of Stoica, Nehorai, Yau, and Bresler. The utility of the extended result is illustrated by specializing it to provide a new compact formula for the CR bound on directional variance for DF scenarios involving polarization-agile sources

Keywords

electromagnetic wave polarisation; matrix algebra; signal processing; spectral analysis; Cramer-Rao bound; DF; data models; direction-finding; directional variance; extended signal model; frequency covariance; performance limitations; polarization-agile sources; spectral estimation; Additive white noise; Chromium; Data models; Frequency estimation; Lifting equipment; Navigation; Parameter estimation; Polarization; Sampling methods; White noise;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.324758

Filename

324758