Title :
On the Cramer Rao bound and maximum likelihood in passive time delay estimation for complex signals
Author :
Delmas, Jean Pierre ; Meurisse, Yann
Author_Institution :
Dept. CITI, TELECOM SudParis, Evry, France
Abstract :
This paper is devoted to time delay estimation for wide sense stationary complex circular or noncircular Gaussian signals. Using a theorem by Whittle that we have extended to complex data, closed-form expressions of the Cramer Rao bound (CRB) are given for the time delay alone in presence of nuisance parameters. In particular, we prove that the CRB for the time delay is weakly reduced for noncircular signals w.r.t. circular signals, except for very low signal to noise ratios (SNR), for which the CRB for rectilinear signals is half of the CRB for circular signals. Then, the maximum likelihood (ML) estimate that extends the generalized cross correlation (GCC) estimate is derived.
Keywords :
Gaussian processes; correlation theory; delay estimation; maximum likelihood estimation; signal processing; CRB; Cramer Rao bound; GCC estimation; ML estimation; SNR; Whittle theorem; generalized cross correlation estimation; maximum likelihood estimation; noncircular Gaussian signal; passive time delay estimation; rectilinear signal; signal to noise ratio; wide sense stationary complex circular signal; Closed-form solutions; Correlation; Delay effects; Maximum likelihood estimation; Signal to noise ratio; Time delay estimation; Whittle formula; circular and noncircular complex signals; cross correlation;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on
Conference_Location :
Kyoto
Print_ISBN :
978-1-4673-0045-2
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2012.6288681