Explicit Ziv-Zakai lower bound for bearing estimation

The extended Ziv-Zakai bound for vector parameters is used to develop a lower bound on the mean square error in estimating the 2-D bearing of a narrowband planewave signal using planar arrays of arbitrary geometry. The bound has a simple closed-form expression that is a function of the signal wavelength, the signal-to-noise ratio (SNR), the number of data snapshots, the number of sensors in the array, and the array configuration. Analysis of the bound suggests that there are several regions of operation, and expressions for the thresholds separating the regions are provided. In the asymptotic region where the number of snapshots and/or SNR are large, estimation errors are small, and the bound approaches the inverse Fisher information. This is the same as the asymptotic performance predicted by the local Cramer-Rao bound for each value of bearing. In the a priori performance region where the number of snapshots or SNR is small, estimation errors are distributed throughout the a priori parameter space and the bound approaches the a priori covariance. In the transition region, both small and large errors occur, and the bound varies smoothly between the two extremes. Simulations of the maximum likelihood estimator (MLE) demonstrate that the bound closely predicts the performance of the MLE in all regions.

[1]  T. Kailath The Divergence and Bhattacharyya Distance Measures in Signal Selection , 1967 .

[2]  Jacob Ziv,et al.  Some lower bounds on signal parameter estimation , 1969, IEEE Trans. Inf. Theory.

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

[4]  R. Fisher,et al.  On the Mathematical Foundations of Theoretical Statistics , 1922 .

[5]  Frantisek Stulajter Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process , 1980, Kybernetika.

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

[7]  J. Pierce Approximate Error Probabilities for Optimal Diversity Combining , 1963 .

[8]  E. L. Lehmann,et al.  Theory of point estimation , 1950 .

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

[10]  Neri Merhav,et al.  Min-norm interpretations and consistency of MUSIC, MODE and ML , 1995, IEEE Trans. Signal Process..

[11]  A. Weiss,et al.  Fundamental limitations in passive time delay estimation--Part I: Narrow-band systems , 1983 .

[12]  A. Weiss,et al.  Composite Bound on Arrival Time Estimation Errors , 1986, IEEE Transactions on Aerospace and Electronic Systems.

[13]  Sandro Bellini,et al.  Bounds on Error in Signal Parameter Estimation , 1974, IEEE Trans. Commun..

[14]  Ariela Zeira,et al.  Realizable lower bounds for time delay estimation. 2. Threshold phenomena , 1994, IEEE Trans. Signal Process..

[15]  Hagit Messer,et al.  Source localization performance and the array beampattern , 1992, Signal Process..

[16]  Ehud Weinstein,et al.  A general class of lower bounds in parameter estimation , 1988, IEEE Trans. Inf. Theory.

[17]  Gerald R. Benitz Asymptotic results for maximum likelihood estimation with an array of sensors , 1993, IEEE Trans. Inf. Theory.

[18]  Simon Haykin,et al.  Application of the Weiss-Weinstein bound to a two-dimensional antenna array , 1988, IEEE Trans. Acoust. Speech Signal Process..

[19]  Jacob Ziv,et al.  Improved Lower Bounds on Signal Parameter Estimation , 1975, IEEE Trans. Inf. Theory.

[20]  Anthony Weiss Bounds on Time-Delay Estimation for Monochromatic Signals , 1987, IEEE Transactions on Aerospace and Electronic Systems.

[21]  Petre Stoica,et al.  MUSIC, maximum likelihood, and Cramer-Rao bound , 1989, IEEE Transactions on Acoustics, Speech, and Signal Processing.

[22]  Ariela Zeira,et al.  Realizable lower bounds for time delay estimation , 1993, IEEE Trans. Signal Process..

[23]  C. R. Rao,et al.  Information and the Accuracy Attainable in the Estimation of Statistical Parameters , 1992 .

[24]  Ehud Weinstein,et al.  Composite bound on the attainable mean square error in passive time-delay estimation from ambiguity prone signals , 1982, IEEE Trans. Inf. Theory.

[25]  P. Schultheiss,et al.  Delay estimation using narrow-band processes , 1981 .

[26]  Jonathan S. Abel,et al.  A bound on mean-square-estimate error , 1993, IEEE Trans. Inf. Theory.

[27]  Yossef Steinberg,et al.  Extended Ziv-Zakai lower bound for vector parameter estimation , 1997, IEEE Trans. Inf. Theory.

[28]  P. M. Schultheiss,et al.  Optimum Passive Bearing Estimation , 1969 .

[29]  D. F. DeLong Use of the Weiss-Weinstein Bound to Compare the Direction-Finding Performance of Sparse Arrays , 1993 .

[30]  G. Carter Coherence and time delay estimation , 1987, Proceedings of the IEEE.

[31]  Kristine L. Bell,et al.  Ziv-Zakai lower bounds in bearing estimation , 1995, 1995 International Conference on Acoustics, Speech, and Signal Processing.