DocumentCode
3159394
Title
On the Cramer Rao bound and maximum likelihood in passive time delay estimation for complex signals
Author
Delmas, Jean Pierre ; Meurisse, Yann
Author_Institution
Dept. CITI, TELECOM SudParis, Evry, France
fYear
2012
fDate
25-30 March 2012
Firstpage
3541
Lastpage
3544
Abstract
This paper is devoted to time delay estimation for wide sense stationary complex circular or noncircular Gaussian signals. Using a theorem by Whittle that we have extended to complex data, closed-form expressions of the Cramer Rao bound (CRB) are given for the time delay alone in presence of nuisance parameters. In particular, we prove that the CRB for the time delay is weakly reduced for noncircular signals w.r.t. circular signals, except for very low signal to noise ratios (SNR), for which the CRB for rectilinear signals is half of the CRB for circular signals. Then, the maximum likelihood (ML) estimate that extends the generalized cross correlation (GCC) estimate is derived.
Keywords
Gaussian processes; correlation theory; delay estimation; maximum likelihood estimation; signal processing; CRB; Cramer Rao bound; GCC estimation; ML estimation; SNR; Whittle theorem; generalized cross correlation estimation; maximum likelihood estimation; noncircular Gaussian signal; passive time delay estimation; rectilinear signal; signal to noise ratio; wide sense stationary complex circular signal; Closed-form solutions; Correlation; Delay effects; Maximum likelihood estimation; Signal to noise ratio; Time delay estimation; Whittle formula; circular and noncircular complex signals; cross correlation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on
Conference_Location
Kyoto
ISSN
1520-6149
Print_ISBN
978-1-4673-0045-2
Electronic_ISBN
1520-6149
Type
conf
DOI
10.1109/ICASSP.2012.6288681
Filename
6288681
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