Title :
A robust array signal processing maximum likelihood estimator based on sub-Gaussian signals
Author :
Georgiou, Panayiotis G. ; Kyriakakis, Chris
Abstract :
In this work we investigate an alternative to the stochastic Gaussian Maximum Likelihood (ML) method that deals with sub-Gaussian signals. The proposed system is one where the sources are stochastic and Gaussian and the transfer medium is varying in a highly impulsive manner, introducing the sub-Gaussian nature at the receiver. Alternatively, the impulsive transformation to the signals can be viewed as part of the source model, creating a multivariate source signal whose components can not be independent, and is of impulsiveness equal to the one of the Cauchy distribution. The Lévy α-stable distribution, of characteristic exponent 0.5 and index of symmetry 1, is used together with the multivariate Gaussian density to model the signal, and the resulting probability density function is derived. Based on this density, the stochastic ML estimator is formulated. A separable solution of the estimator is given, and simulations demonstrating the performance gains relative to the Gaussian-based ML estimator are provided.
Keywords :
Gaussian processes; array signal processing; maximum likelihood estimation; probability; statistical distributions; stochastic processes; Cauchy distribution; Lévy α-stable distribution; ML estimator method; impulsive transformation; multivariate Gaussian density; multivariate source signal model; probability density function; receiver; robust array signal processing maximum likelihood estimator; stochastic ML estimator; sub-Gaussian signals; transfer medium; Arrays; Maximum likelihood estimation; Noise; Robustness; Signal processing algorithms; Stochastic processes;
Conference_Titel :
Signal Processing Conference, 2002 11th European
Conference_Location :
Toulouse