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Instrumental Variable Approach to Array Processing in Spatially Correlated Noise Fields

Stoica, Petre (author)
Department of Control and Computers, Bucharest Polytechnic Institute, Bucharest, Romania
Viberg, Mats (author)
Linköpings universitet,Reglerteknik,Tekniska högskolan
Ottersten, Björn, 1961- (author)
Linköpings universitet,KTH,Signaler, sensorer och system,Reglerteknik,Tekniska högskolan
 (creator_code:org_t)
Institute of Electrical and Electronics Engineers (IEEE), 1994
1994
English.
In: IEEE Transactions on Signal Processing. - : Institute of Electrical and Electronics Engineers (IEEE). - 1053-587X .- 1941-0476. ; 42:1, s. 121-133
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • High-performance signal parameter estimation from sensor array data is a problem which has received much attention. A number of so-called eigenvector (EV) techniques such as MUSIC, ESPRIT, WSF, and MODE have been proposedin the literature. The EV techniques for array processing require knowledge of the spatial noise correlation matrix that constitutes a significant drawback. A novel instrumental variable (IV) approach to the sensor array problem is proposed. The IV technique relies on the same basic geometric properties as the EV methods to obtain parameter estimates. However, by exploiting the temporal correlation of the source signals, no knowledge of the spatial noisecovariance is required. The asymptotic properties of the IV estimator are examined and an optimal IV method is derived. Computer simulations are presented to study the properties of the IV estimators in samples of practical length. The proposed algorithm is also shown to perform better than MUSIC on a full-scale passive sonar experiment

Subject headings

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

Keyword

instrumental variable
array signal processing
correlation theory
eigenvalues and eigenfunctions
noise
parameter estimation
sonar
Automatic control

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ref (subject category)
art (subject category)

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Viberg, Mats
Ottersten, Björn ...
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Royal Institute of Technology
Linköping University

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