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Modified IQML and Weighted Subspace Fitting without Eigendecomposition

Kristensson, Martin (author)
KTH,Signaler, sensorer och system
Jansson, Magnus (author)
KTH,Signaler, sensorer och system
Ottersten, Björn, 1961- (author)
KTH,Signaler, sensorer och system
 (creator_code:org_t)
Elsevier North-Holland, Inc. Amsterdam, The Netherlands, 1999
1999
English.
In: Signal Processing. - : Elsevier North-Holland, Inc. Amsterdam, The Netherlands. - 0165-1684. ; 79:1, s. 29-44
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • This paper deals with direction estimation of signals impinging on a uniform linear sensor array. A well-known algorithm for this problem is IQML. However, estimates computed with IQML are in general biased, especially in noisy scenarios. We propose a modification of IQML (MIQML) that gives consistent estimates at approximately the same computational cost. In addition, an algorithm (WSF-E) with an estimation error covariance which is asymptotically identical to the asymptotic Cramér–Rao lower bound is presented. The WSF-E algorithm resembles weighted subspace fitting (WSF) or MODE, but achieves optimal performance without having to compute an eigendecomposition of the sample covariance matrix.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Keyword

Direction estimation; Linear array; Maximum likelihood; Subspace methods; Eigendecomposition; Low complexity

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