• DocumentCode
    1027262
  • Title

    Poisson models and mean-squared error for correlator estimator of time delay

  • Author

    Hero, Alfred O. ; Schwartz, Stuart C.

  • Author_Institution
    Dept. of Electr. Eng., & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
  • Volume
    34
  • Issue
    2
  • fYear
    1988
  • fDate
    3/1/1988 12:00:00 AM
  • Firstpage
    287
  • Lastpage
    303
  • Abstract
    A method for modeling large errors in correlation-based time-delay estimation is developed in terms of level-crossing probabilities. The level-crossing interpretation for peak ambiguity leads directly to an exact expression for the probability of large error involving the hazard function associated with the level-crossing process. Two models for the distribution of the error over the level-crossing time yield approximations to the mean-square error (MSE) that involve the low-order (<4) finite-dimensional distributions of the associated level-crossing process. Application of an inhomogeneous Poisson model for the level crossings reduces the form of the approximations to a weighted sum of the Cramer-Rao lower bound and the second moment of a function of the level-crossing intensity over time. Explicit expressions for the large error probability and the MSE approximations are obtained under a Gaussian model for the correlator statistics. Results of computer simulation are presented that indicate the accuracy of the approximations
  • Keywords
    correlators; delays; error statistics; estimation theory; information theory; probability; signal processing; Cramer-Rao lower bound; Gaussian model; MSE approximations; Poisson models; correlator estimator; error probability; hazard function; level-crossing probabilities; mean-squared error; signal processing; time-delay estimation; Array signal processing; Computer simulation; Correlators; Delay effects; Delay estimation; Error analysis; Error probability; Estimation error; Hazards; Sensor arrays;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.2637
  • Filename
    2637