The stochastic CRB for array processing: a textbook derivation

The stochastic Cramer-Rao bound (CRB) for direction estimation in array processing applications was indirectly derived some ten years ago as the (asymptotic) covariance matrix of the maximum likelihood (ML) estimator. Attempts to obtain the stochastic CRB directly via the CRB theory fell short of pr...

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Veröffentlicht in:IEEE signal processing letters 2001-05, Vol.8 (5), p.148-150
Hauptverfasser: Stoica, P., Larsson, E.G., Gershman, A.B.
Format: Artikel
Sprache:eng
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Zusammenfassung:The stochastic Cramer-Rao bound (CRB) for direction estimation in array processing applications was indirectly derived some ten years ago as the (asymptotic) covariance matrix of the maximum likelihood (ML) estimator. Attempts to obtain the stochastic CRB directly via the CRB theory fell short of providing a simple derivation and consequently, no direct derivation of this useful performance bound was available in the open literature. we correct this situation by providing a textbook-like direct derivation of the stochastic CRB.
ISSN:1070-9908
1558-2361
1558-2361
DOI:10.1109/97.917699