Title :
Maximum likelihood real part of coherence between two noisy sensor outputs with zero-delay signal inputs
Author :
Kirlin, Rodney Lynn ; Brügel, Helmuth ; Ying, Cui ; Groutage, Dale F.
Author_Institution :
Dept. of Electr. & Comput. Eng., Victoria Univ., BC, Canada
fDate :
7/1/1994 12:00:00 AM
Abstract :
We seek, in particular at low signal-to-noise ratio, the coherence between the outputs of two sensors that receive a signal with ten, time-of-arrival difference but whose outputs include additive independent noises. This situation arises when the spectrum of a source is being investigated in a laboratory situation. The coherence measure may be used as a detection statistic for power at any FFT or DFT frequency; it may also be used indirectly as a signal power estimator since it is a function of SNR, and noise power is known. Because of the zero delay difference, ideal complex coherence has a zero imaginary part, and direct estimation of the real part seems appropriate. The maximum likelihood estimator for this and the corresponding Cramer-Rao bound are derived. Extensive simulations verify the derivations. The small-coherence approximation to the maximum likelihood solution gives a significant improvement in efficiency. Both the maximum likelihood solution and its small-coherence approximation give computational advantages over the conventional coherence estimator
Keywords :
approximation theory; array signal processing; maximum likelihood estimation; noise; signal detection; spectral analysis; Cramer-Rao bound; DFT frequency; FFT frequency; SNR; additive independent noises; coherence; detection statistic; efficiency; low signal-to-noise ratio; maximum likelihood estimator; maximum likelihood real part; noise power; noisy sensor outputs; signal power estimator; small-coherence approximation; source spectrum; time-of-arrival difference; zero-delay signal inputs; Additive noise; Delay estimation; Frequency estimation; Frequency measurement; Laboratories; Maximum likelihood detection; Maximum likelihood estimation; Noise measurement; Power measurement; Signal to noise ratio;
Journal_Title :
Signal Processing, IEEE Transactions on