Covariance matching estimation techniques for array signal processing applications
Covariance matching estimation techniques for array signal processing applications
复制标题
DOI：
10.1006/dspr.1998.0316
复制
发表时间：
1998-07-01
影响因子：
2.9
通讯作者：
Roy, R
中科院分区：
文献类型：
--
作者：
Ottersten, B;Stoica, P;Roy, R
最近，一类协方差匹配估计技术(COMET)在信号处理领域引起了人们的兴趣。这些技术源于统计文献，在那里它们有时被称为广义最小二乘法。协方差匹配是最大似然估计的另一种选择，通常以较低的计算成本提供相同的大样本属性。在这里，我们提出了一个一般的框架。对于协方差匹配技术，并表明它们非常适合于解决阵列信号处理中出现的几个问题。从第一原理出发，给出了彗星判据的直接推导，并建立了估计量的大样本性质。文中还给出了参数估计的渐近协方差的闭式紧致表达式。回顾了几种彗星探测方案，提出了两种基于彗星的探测方案。本文的主要部分讨论了彗星方法被证明是有趣的三个应用。首先，我们考虑了利用水声阵列对水下声源进行定位。在这样的应用中，背景噪声通常是空间相关的，并且在估计过程中必须考虑到这一点。其次，研究了无线通信中的信道估计问题。在数字通信中，经常需要对信道的估计来执行准确的解调以及空间选择性传输。最后，建立了雷达检测问题的数学模型，并对所提出的检测方案进行了评估。(C)1998年学术出版社
A class of covariance matching estimation techniques (COMET) has recently attracted interest in the signal processing community. These techniques have their roots in the statistical literature where they are sometimes referred to as generalized least squares methods. Covariance matching is an alternative to maximum likelihood estimation, providing the same large sample properties often at a lower computational cost. Herein, we present a general framework. for covariance matching techniques and show that they are well suited to solve several problems arising in array signal processing. A straightforward derivation of the COMET criterion from first principles is presented, which also establishes the large sample properties of the estimator. Closed form compact expressions for the asymptotic covariance of the estimates of the parameters of interest are also derived. Some detection schemes are reviewed and two COMET-based detection schemes are proposed. The main part of the paper treats three applications where the COMET approach proves interesting. First, we consider the localization of underwater sources using a hydro-acoustic array. The background noise is often spatially correlated in such an application and this must be taken into account in the estimation procedure. Second, the problem of channel estimation in wireless communications is treated. In digital communications, an estimate of the channel is often required to perform accurate demodulation as well as spatially selective transmission. Finally, a radar detection problem is formulated and the proposed detection schemes are evaluated. (C) 1998 Academic Press