Bounds for Maximum Likelihood Regular and Non-Regular DoA Estimation in <formula formulatype="inline"><tex Notation="TeX">K</tex></formula>-Distributed Noise

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Publication:4580889

DOI10.1109/TSP.2015.2460218zbMATH Open1394.94025arXiv1505.03789OpenAlexW1621245094MaRDI QIDQ4580889FDOQ4580889

Yuri I. Abramovich, Olivier Besson, Ben A. Johnson

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: We consider the problem of estimating the direction of arrival of a signal embedded in K-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information matrix (FIM) for complex elliptically distributed data, we provide a simple expression of the FIM with the two data sets framework. In the specific case of K-distributed noise, we show that, under certain conditions, the FIM for the deterministic part of the model can be unbounded, while the FIM for the covariance part of the model is always bounded. In the general case of elliptical distributions, we provide a sufficient condition for unboundedness of the FIM. Accurate approximations of the FIM for K-distributed noise are also derived when it is bounded. Additionally, the maximum likelihood estimator of the signal DoA and an approximated version are derived, assuming known covariance matrix: the latter is then estimated from secondary data using a conventional regularization technique. When the FIM is unbounded, an analysis of the estimators reveals a rate of convergence much faster than the usual T1. Simulations illustrate the different behaviors of the estimators, depending on the FIM being bounded or not.


Full work available at URL: https://arxiv.org/abs/1505.03789






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