Efficiency of subspace-based DOA estimators

This paper addresses subspace-based direction of arrival (DOA) estimation and its purpose is to complement previously available theoretical results generally obtained for specific algorithms. We focus on asymptotically (in the number of measurements) minimum variance (AMV) estimators based on estimates of orthogonal projectors obtained from singular value decompositions of sample covariance matrices in the general context of noncircular complex signals. After extending the standard AMV bound to statistics whose first covariance matrix of its asymptotic distribution is singular and deriving explicit expressions of this first covariance matrix associated with several projection-based statistics, we give closed-form expressions of AMV bounds based on estimates of different orthogonal projectors. This enable us to prove that these AMV bounds attain the stochastic Cramer-Rao bound (CRB) in the case of circular or noncircular Gaussian signals.

[1]  B. Friedlander,et al.  Performance analysis of parameter estimation algorithms based on high‐order moments , 1989 .

[2]  B. Friedlander,et al.  An approximate maximum likelihood approach to ARMA spectral estimation , 1985, 1985 24th IEEE Conference on Decision and Control.

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

[4]  Jean Pierre Delmas,et al.  Asymptotically minimum variance estimator in the singular case , 2005, 2005 13th European Signal Processing Conference.

[5]  Yide Wang,et al.  A non-circular sources direction finding method using polynomial rooting , 2001, Signal Process..

[6]  Benjamin Friedlander,et al.  Analysis of the asymptotic relative efficiency of the MUSIC algorithm , 1988, IEEE Trans. Acoust. Speech Signal Process..

[7]  Petre Stoica,et al.  MUSIC, maximum likelihood, and Cramer-Rao bound: further results and comparisons , 1990, IEEE Trans. Acoust. Speech Signal Process..

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

[9]  Andreas Karlsson,et al.  Matrix Analysis for Statistics , 2007, Technometrics.

[10]  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.

[11]  Jean Pierre Delmas,et al.  MUSIC-like estimation of direction of arrival for noncircular sources , 2006, IEEE Transactions on Signal Processing.

[12]  B. Friedlander,et al.  Asymptotic Accuracy of ARMA Parameter Estimation Methods based on Sample Covariances , 1985 .

[13]  P. Laguna,et al.  Signal Processing , 2002, Yearbook of Medical Informatics.

[14]  J. Magnus,et al.  Matrix Differential Calculus with Applications in Statistics and Econometrics , 1991 .

[15]  Eric Moulines,et al.  In-variance of subspace based estimators , 2000, IEEE Trans. Signal Process..

[16]  J. Magnus,et al.  Matrix Differential Calculus with Applications in Statistics and Econometrics , 2019, Wiley Series in Probability and Statistics.