• DocumentCode
    1140460
  • Title

    Stochastic Crame´r-Rao bound for noncircular signals with application to DOA estimation

  • Author

    Delmas, Jean-Pierre ; Abeida, Habti

  • Author_Institution
    Dept. CITI, UMR-CNRS, Evry, France
  • Volume
    52
  • Issue
    11
  • fYear
    2004
  • Firstpage
    3192
  • Lastpage
    3199
  • Abstract
    After providing an extension of the Slepian-Bangs formula for general noncircular complex Gaussian distributions, this paper focuses on the stochastic Crame´r-Rao bound (CRB) on direction-of-arrival (DOA) estimation accuracy for noncircular sources. We derive an explicit expression of the CRB for DOA parameters alone in the case of noncircular complex Gaussian sources by two different methods. One of them consists of computing the asymptotic covariance matrix of the maximum likelihood (ML) estimator, and the other is obtained directly from our extended Slepian-Bangs formula. Some properties of this CRB are proved, and finally, it is numerically compared with the CRBs under circular complex Gaussian and complex discrete distributions of sources.
  • Keywords
    Gaussian distribution; covariance matrices; direction-of-arrival estimation; maximum likelihood estimation; signal processing; stochastic processes; DOA estimation; Slepian-Bangs formula; asymptotic covariance matrix; complex discrete distribution; maximum likelihood estimator; noncircular complex Gaussian distribution; noncircular signals; stochastic Cramer-Rao bound; Binary phase shift keying; Closed-form solution; Covariance matrix; Digital communication; Direction of arrival estimation; Gaussian distribution; Maximum likelihood estimation; Signal processing; Stochastic processes; Upper bound; Maximum likelihood estimation; noncircular signals; stochastic CRB;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2004.836462
  • Filename
    1344468