Maximum likelihood estimation for array processing in colored noise

The problem of direction of arrival estimation of multiple sources in noise with unknown covariance is considered. The noise is modeled as a spatial autoregressive process with unknown parameters. An approximate maximum likelihood estimator (MLE) of the signal and noise parameters is derived. It requires numerical maximization of a compressed likelihood function over the unknown arrival angles. Analytical expressions for the MLEs of the signal covariance and the autoregressive (AR) parameters are given.<>