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Stochastic maximum ...
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Ottersten, BjörnInformation Systems Lab, Stanford University, Stanford, CA 94305, USA
(författare)
Stochastic maximum likelihood estimation in sensor arrays by weighted subspace fitting
- Artikel/kapitelEngelska1989
Förlag, utgivningsår, omfång ...
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Pacific Grove, CA, USA :Linköping University,1989
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Nummerbeteckningar
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LIBRIS-ID:oai:DiVA.org:kth-55448
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-55448URI
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https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-100552URI
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https://doi.org/10.1109/ACSSC.1989.1200968DOI
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https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-104059URI
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-92640URI
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Språk:engelska
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Sammanfattning på:engelska
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Ämneskategori:kon swepub-publicationtype
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Sponsors: Naval Postgraduate Sch, Monterey, CA, USA; San Jose Statae Univ, San Jose, CA, USA; IEEE Computer Soc, Los Alamitos, CA, USA. QC 20120102
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NR 20140805
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The problem of estimating parameters of multiple narrowband emitter signals from sensor array data is considered. Under the assumption of Gaussian distributed emitter signals, the stochastic maximum-likelihood (ML) technique is known to provide statistically efficient estimates, i.e., it achieves the Cramer-Rao bound (CRB). A multidimensional signal subspace method, termed weighted subspace fitting (WSF), has recently been proposed. It is shown that the WSF and ML estimates are asymptotically identical (for large data records). As a consequence, the WSF method is asymptotically efficient, assuming temporally white Gaussian signal waveforms and noise.
Ämnesord och genrebeteckningar
Biuppslag (personer, institutioner, konferenser, titlar ...)
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Wahlberg, Bo,1959-Linköpings universitet,Reglerteknik,Tekniska högskolan,Department of Electrical Engineering, Linköping University, S-581 83 Linköping, Sweden,Automatic Control(Swepub:kth)u18c1tfa
(författare)
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Viberg, M.Linköpings universitet,Reglerteknik,Tekniska högskolan,Department of Electrical Engineering, Linköping University, S-581 83 Linköping, Sweden,Automatic Control
(författare)
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Kailath, ThomasInformation Systems Lab, Stanford University, Stanford, CA 94305, USA
(författare)
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Information Systems Lab, Stanford University, Stanford, CA 94305, USAReglerteknik
(creator_code:org_t)
Sammanhörande titlar
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Ingår i:Conference Record - Asilomar Conference on Circuits, Systems & ComputersPacific Grove, CA, USA : Linköping University, s. 599-603, s. 599-603
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Ingår i:Proceedings of the 23rd Asilomar Conference on Signals, Systems and ComputersPacific Grove, CA, USA : Linköping University, s. 599-603, s. 599-603
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