Stochastic Cramer-Rao bound for direction estimation of non-circular signals in unknown noise fields

This paper gives explicit closed-form expressions of the stochastic Cramer-Rao bound (CRB) on direction of arrival (DOA) estimation accuracy for non-circular Gaussian sources in the case of an arbitrary unknown noise field parameterized by a vector of unknowns from the Slepian-Bangs formula. As a special case, the CRB under the nonuniform white noise assumption is derived. Our expressions can be viewed as extensions of the well-known results by Stoica and Nehorai (1990), Weiss and Friedlander (1993), Ottersten et al. (1992), and Gershman et al. (2002). Some properties of these CRB are proved, then these bounds are numerically compared with the conventional CRB under the circular complex Gaussian distribution for different unknown noise field models.

[1]  Hao Ye,et al.  Maximum likelihood DOA estimation and asymptotic Cramer-Rao bounds for additive unknown colored noise , 1995, IEEE Trans. Signal Process..

[2]  A. G. Jaffer,et al.  Maximum likelihood direction finding of stochastic sources: a separable solution , 1988, ICASSP-88., International Conference on Acoustics, Speech, and Signal Processing.

[3]  Marius Pesavento,et al.  Maximum-likelihood direction-of-arrival estimation in the presence of unknown nonuniform noise , 2001, IEEE Trans. Signal Process..

[4]  Björn E. Ottersten,et al.  Analysis of subspace fitting and ML techniques for parameter estimation from sensor array data , 1992, IEEE Trans. Signal Process..

[5]  Anthony J. Weiss,et al.  Direction finding using noise covariance modeling , 1995, IEEE Trans. Signal Process..

[6]  Jean Pierre Delmas Asymptotically minimum variance second-order estimation for noncircular signals with application to DOA estimation , 2004, IEEE Transactions on Signal Processing.

[7]  Jean Pierre Delmas,et al.  Stochastic Crame/spl acute/r-Rao bound for noncircular signals with application to DOA estimation , 2004, IEEE Transactions on Signal Processing.

[8]  Anthony J. Weiss,et al.  On the Cramer-Rao Bound for Direction Finding of Correlated Signals , 1993, IEEE Trans. Signal Process..

[9]  Björn E. Ottersten,et al.  Direction estimation in partially unknown noise fields , 1999, IEEE Trans. Signal Process..

[10]  Erik G. Larsson,et al.  Stochastic Cramer-Rao bound for direction estimation in unknown noise fields , 2002 .

[11]  P. Stoica,et al.  The stochastic CRB for array processing: a textbook derivation , 2001, IEEE Signal Processing Letters.

[12]  Petre Stoica,et al.  Performance study of conditional and unconditional direction-of-arrival estimation , 1990, IEEE Trans. Acoust. Speech Signal Process..

[13]  Petre Stoica,et al.  MUSIC, maximum likelihood and Cramer-Rao bound , 1988, ICASSP-88., International Conference on Acoustics, Speech, and Signal Processing.

[14]  Jean Pierre Delmas,et al.  Asymptotic performance of second-order algorithms , 2002, IEEE Trans. Signal Process..

[15]  Petre Stoica,et al.  Introduction to spectral analysis , 1997 .

[16]  P. Stoica,et al.  On the concentrated stochastic likelihood function in array signal processing , 1995 .

[17]  J. Delmas,et al.  Gaussian Cramer-Rao bound for direction estimation of noncircular signals in unknown noise fields , 2005, IEEE Transactions on Signal Processing.