DocumentCode :
1178770
Title :
On time delay estimation with unknown spatially correlated Gaussian noise using fourth-order cumulants and cross cumulants
Author :
Tugnait, Jitendra K.
Author_Institution :
Dept. of Electr. Eng., Auburn Univ., AL, USA
Volume :
39
Issue :
6
fYear :
1991
fDate :
6/1/1991 12:00:00 AM
Firstpage :
1258
Lastpage :
1267
Abstract :
The problem of estimating the difference in arrival times of a linear non-Gaussian signal at two spatially separated sensors is considered. The signal is assumed to be corrupted by spatially correlated Gaussian noises of unknown cross correlation. A parameter estimation approach is adopted, and the fourth-order cumulant statistics of the noisy measurements are exploited to obtain the time delay estimate. Specific and mild sufficient conditions are given for time delay identifiability via a persistence of excitation condition. Illustrative Monte Carlo simulation examples are also presented
Keywords :
Monte Carlo methods; parameter estimation; signal processing; Monte Carlo simulation; cross cumulants; fourth-order cumulant statistics; fourth-order cumulants; linear nonGaussian signal; parameter estimation; persistence of excitation condition; time delay estimation; time delay identifiability; unknown spatially correlated Gaussian noise; Autoregressive processes; Biomedical measurements; Delay effects; Delay estimation; Equations; Finite impulse response filter; Gaussian noise; Parameter estimation; Sonar detection; Statistics;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.136532
Filename :
136532
Link To Document :
بازگشت