ON THE CONCENTRATED STOCHASTIC LIKELIHOOD FUNCTION IN ARRAY SIGNAL-PROCESSING

被引：66

作者：

STOICA, P ^{[1
]}

NEHORAI, A ^{[1
]}

机构：

[1] YALE UNIV,DEPT ELECT ENGN,NEW HAVEN,CT 06520

来源：

CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 1995年 / 14卷 / 05期

关键词：

D O I：

10.1007/BF01213963

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 likelihood function [(STO)LF] associated with the narrowband signal processing problem can be concentrated with respect to the signal covariance matrix elements and the noise power. Although this is a known fact, no clear-cut derivation of the concentrated (STO)LF appears to be available in the literature. In this short paper we provide a simple, complete proof of the concentrated (STO)LF formula.

引用

页码：669 / 674

页数：6

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