MUSIC, Maximum Likelihood, and Cramer-Rao Bound.pdf

MUSIC, Maximum Likelihood, and Cramer-Rao Bound.pdf

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时间:2019-03-10

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1、720IEEETRANSACTIONSONACOUSTICS.SPEECH.ANDSIGNALPROCESSING.VOL17.NO5.hlAYIYKYMUSIC,MaximumLikelihood,andCramer-RaoBoundAbstract-TheproblemoffindingthedirectionsofmultipleplaneTherearethreemainproblemsassociatedwithfittingwaveswithnarrow-bandarraysofsensors,andtherelatedproblemofmodelsoftheform(1.1)to

2、thedata{y(l),*.,y(N)}.estimatingtheparametersofmultiplesuperimposedexponentialsig-a)Estimationofthenumberofsignalsn.Methodsfornalsinnoise,haveattractedconsiderableinterestrecently.Severalmethods,suchastheMUSICandmaximumlikelihood(ML),havebeenestimatingnarewelldocumentedintheliterature(see,proposedfo

3、rsolvingtheseproblems.e.g.,[31,[41,[21],and[22])andwillnotbediscussedThispaperstudiestheperformanceoftheMUSICandMLmethods,here.Inthispaperweassumethatthenumberofsignalsandanalyzestheirstatisticalefficiency.ItalsoderivestheCramer-Raonisgiven.bound(CRB)fortheestimationproblemsmentionedabove,andestab-b

4、)Estimationofthesignalamplitudes{~(r)}.OncelishessomeusefulpropertiesoftheCRBcovariancematrix.There-lationshipbetweentheMUSICandMLestimatorsisinvestigatedasanestimateof8isavailable,theestimationofx(t)re-well.Finally,thepapercontainsanumericalstudyofthestatisticalduces(underreasonableconditions)toasi

5、mpleleast-efficiencyoftheMUSICestimatorfortheproblemoffindingthedi-squaresfit.Wewillomitanyexplicitdiscussionontherectionsoftwoplanewavesusingauniformlineararray.problemofestimating{x(t)}.However,estimatesofAmoreexactdescriptionoftheresultsofthispapercanbefound{x(t)}willimplicitlyappearintheanalysis

6、thatfollows.intheconclusionsection.Notethatsinceitisrequiredtoestimate{x(t)};=(andnottheir''averagecharacteristics,"suchastheircovari-1.INTRODUCTIONANDPRELIMINARIESancematrix),wewillconsiderthesevariablestobede-EVERALimportantproblemsinthesignalprocessingterministic(i.e.,fixed).Thisassumptiondoesnot

7、excludeSfield,amongthemdirectionfindingwithnarrow-bandthepossibilitythatx(1),**.,x(N)aresamplesfromasensorarrays,estimationoftheparametersofmultiplesu-randomprocess.Ifso,thenthedistributionalresultsde

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