A diagonal growth curve model and some signal-processing applications

被引:21
作者
Xu, Luzhou [1 ]
Stoica, Petre
Li, Jian
机构
[1] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 33261 USA
[2] Uppsala Univ, Dept Informat Technol, Uppsala, Sweden
基金
美国国家科学基金会;
关键词
array signal processing; complex amplitude estimation; Cramer-Rao bound; generalized least squares; growth-curve model; least squares; maximum likelihood estimation; mean squared error; spectral analysis;
D O I
10.1109/TSP.2006.879296
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
We consider a variation of the growth-curve (GC) model, referred to as the diagonal growth-curve (DGC) model, where the steering vectors and waveforms are both known and the complex amplitude matrix is constrained to be diagonal. A closed-form approximate maximum likelihood (AML) estimator for this model is derived based on the maximum likelihood principle. We analyze the statistical properties of this method theoretically and show that the AML estimate is unbiased and asymptotically statistically efficient for a large snapshot number. Via several numerical examples in array signal processing and spectral analysis, we also show that the proposed AML estimator can achieve better estimation accuracy and exhibit greater robustness than the best existing methods.
引用
收藏
页码:3363 / 3371
页数:9
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