DocumentCode :
1468029
Title :
The stochastic CRB for array processing: a textbook derivation
Author :
Stoica, Petre ; Larsson, G. ; Gershman, Alex B.
Author_Institution :
Dept. of Syst. & Control, Uppsala Univ., Sweden
Volume :
8
Issue :
5
fYear :
2001
fDate :
5/1/2001 12:00:00 AM
Firstpage :
148
Lastpage :
150
Abstract :
The stochastic Cramer-Rao bound (CRB) for direction estimation in array processing applications was indirectly derived some ten years ago as the (asymptotic) covariance matrix of the maximum likelihood (ML) estimator. Attempts to obtain the stochastic CRB directly via the CRB theory fell short of providing a simple derivation and consequently, no direct derivation of this useful performance bound was available in the open literature. we correct this situation by providing a textbook-like direct derivation of the stochastic CRB.
Keywords :
array signal processing; covariance matrices; direction-of-arrival estimation; maximum likelihood estimation; stochastic processes; DoA estimation; MLE; array processing; asymptotic covariance matrix; direction estimation; maximum likelihood estimator; stochastic CRB; stochastic Cramer-Rao bound; textbook derivation; Application software; Array signal processing; Communication system control; Control systems; Covariance matrix; Maximum likelihood estimation; Narrowband; Sensor arrays; Stochastic processes; Stochastic resonance;
fLanguage :
English
Journal_Title :
Signal Processing Letters, IEEE
Publisher :
ieee
ISSN :
1070-9908
Type :
jour
DOI :
10.1109/97.917699
Filename :
917699
Link To Document :
بازگشت