The stochastic CRB for array processing: a textbook derivation

Author

Stoica, Petre ; Larsson, G. ; Gershman, Alex B.

Author_Institution

Dept. of Syst. & Control, Uppsala Univ., Sweden

Volume

8

Issue

5

fYear

2001

fDate

5/1/2001 12:00:00 AM

Firstpage

148

Lastpage

150

Abstract

The stochastic Cramer-Rao bound (CRB) for direction estimation in array processing applications was indirectly derived some ten years ago as the (asymptotic) covariance matrix of the maximum likelihood (ML) estimator. Attempts to obtain the stochastic CRB directly via the CRB theory fell short of providing a simple derivation and consequently, no direct derivation of this useful performance bound was available in the open literature. we correct this situation by providing a textbook-like direct derivation of the stochastic CRB.

Keywords

array signal processing; covariance matrices; direction-of-arrival estimation; maximum likelihood estimation; stochastic processes; DoA estimation; MLE; array processing; asymptotic covariance matrix; direction estimation; maximum likelihood estimator; stochastic CRB; stochastic Cramer-Rao bound; textbook derivation; Application software; Array signal processing; Communication system control; Control systems; Covariance matrix; Maximum likelihood estimation; Narrowband; Sensor arrays; Stochastic processes; Stochastic resonance;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/97.917699

Filename

917699