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
Link To Document