Constrained Cramer-Rao bounds on source separation

Author

Sadler, Brian M. ; Kozick, Richard J.

Author_Institution

Army Res. Lab., Adelphi, MD, USA

fYear

2001

fDate

2001

Firstpage

208

Abstract

Constrained Cramer-Rao bounds (CRBs) are developed for multiple-input multiple-output (MIMO) scenarios, including both instantaneous and convolutive mixing. We find the convolutive MIMO Fisher information matrix (FIM) and study its properties. While this FIM is generally rank deficient, we establish equality constraints to achieve regularity. We employ the constrained CRB formulation of Gorman and Hero (1990) and Stoica and Ng (see IEEE SPL, vol.6, no.7, p.177-79, 1998), allowing the incorporation of side information into the bounds. This framework provides bounds on many algorithms proposed in the literature for MIMO channel and source estimation that exploit various kinds of side information, including semi-blind, constant modulus, and others

Keywords

MIMO systems; convolution; information theory; matrix algebra; MIMO channel estimation; MIMO source estimation; algorithms; constrained CRB; constrained Cramer-Rao bounds; convolutive MIMO Fisher information matrix; convolutive mixing; equality constraints; instantaneous mixing; multiple-input multiple-output; semi-blind constant modulus; side information; source separation; Channel estimation; Conferences; Finite impulse response filter; MIMO; Maximum likelihood estimation; Notice of Violation; Signal processing; Source separation;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Theory, 2001. Proceedings. 2001 IEEE International Symposium on

Conference_Location

Washington, DC

Print_ISBN

0-7803-7123-2

Type

conf

DOI

10.1109/ISIT.2001.936071

Filename

936071