Title :
Fisher information matrix of the coherently averaged covariance matrix
Author :
Hung, Hsien-Sen ; Kaveh, M.
Author_Institution :
Dept. of Electr. Eng. & Comput. Eng., Iowa State Univ., Ames, IA, USA
fDate :
6/1/1991 12:00:00 AM
Abstract :
Novel expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by the authors (see Proc. ICASSP-87, Dallas, TX, Apr. 1987). The reasons for the previous erroneous results are discussed
Keywords :
information theory; matrix algebra; signal processing; asymptotic Fisher information matrix; coherent signal-subspace method; coherently averaged covariance matrix; signal processing; statistical sufficiency; Covariance matrix; Direction of arrival estimation; Discrete Fourier transforms; Frequency; Gaussian distribution; Narrowband; Parameter estimation; Sensor arrays; Statistics; Wideband;
Journal_Title :
Signal Processing, IEEE Transactions on
