The stochastic CRB for array processing: A textbook derivation

被引：289
|
作者：
Stoica, P [1 ]
Larsson, EG
Gershman, AB
机构：
[1] Uppsala Univ, Dept Syst & Control, Uppsala, Sweden
[2] McMaster Univ, Dept Elect & Comp Engn, Commun Res Lab, Hamilton, ON L8S 4K1, Canada
来源：
IEEE SIGNAL PROCESSING LETTERS | 2001年 / 8卷 / 05期
关键词：
array signal processing; Cramer-Rao bound;
D O I：
10.1109/97.917699
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
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. In the present letter, we correct this situation by providing a textbook-like direct derivation of the stochastic CRB.
引用
收藏
页码：148 / 150
页数：3
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