Optimal IV-SSF approach to array signal processing in colored noise fields

The paper describes and analyses, in a unifying manner, the spatial and temporal IV-SSF (instrumental variable-signal subspace fitting) approaches recently proposed for array signal processing in colored noise fields. We derive a general, optimally-weighted, IV-SSF direction estimator and show that this estimator encompasses the UNCLE estimator of Wong and Wu (see IEEE Trans.SP, vol.42, Sept. 1994), which is a spatial IV-SSF method; and the temporal IV-SSF estimator of Viberg, Stoica and Ottersten (see IEEE Trans.SP, May 1995). The latter two estimators have seemingly different forms, so their asymptotic equivalence shown in this paper comes as a surprising unifying result