Title of article :
Stochastic Cramér–Rao Bound for Noncircular Signals with Application to DOA Estimation
Author/Authors :
J.-P. Delmas and H. Abeida، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
After providing an extension of the Slepian–Bangs
formula for general noncircular complex Gaussian distributions,
this paper focuses on the stochastic Cramér–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 :
Maximum likelihood estimation , noncircular signals , stochastic CRB.
Journal title :
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Journal title :
IEEE TRANSACTIONS ON SIGNAL PROCESSING