Bayesian bounds for matched-field parameter estimation

Matched-field methods concern estimation of source locations and/or ocean environmental parameters by exploiting full wave modeling of acoustic waveguide propagation. Because of the nonlinear parameter-dependence of the signal field, the estimate is subject to ambiguities and the sidelobe contributi...

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Veröffentlicht in:IEEE transactions on signal processing 2004-12, Vol.52 (12), p.3293-3305
Hauptverfasser: Wen Xu, Baggeroer, A.B., Richmond, C.D.
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Baggeroer, A.B.
Richmond, C.D.
description Matched-field methods concern estimation of source locations and/or ocean environmental parameters by exploiting full wave modeling of acoustic waveguide propagation. Because of the nonlinear parameter-dependence of the signal field, the estimate is subject to ambiguities and the sidelobe contribution often dominates the estimation error below a threshold signal-to-noise ratio (SNR). To study the matched-field performance, three Bayesian lower bounds on mean-square error are developed: the Bayesian Crame/spl acute/r-Rao bound (BCRB), the Weiss-Weinstein bound (WWB), and the Ziv-Zakai bound (ZZB). Particularly, for a multiple-frequency, multiple-snapshot random signal model, a closed-form minimum probability of error associated with the likelihood ratio test is derived, which facilitates error analysis in a wide scope of applications. Analysis and example simulations demonstrate that 1) unlike the local CRB, the BCRB is not achieved by the maximum likelihood estimate (MLE) even at high SNR if the local performance is not uniform across the prior parameter space; 2) the ZZB gives the closest MLE performance prediction at most SNR levels of practical interest; 3) the ZZB can also be used to determine the necessary number of independent snapshots achieving the asymptotic performance of the MLE at a given SNR; 4) incoherent frequency averaging, which is a popular multitone processing approach, reduces the peak sidelobe error but may not improve the overall performance due to the increased ambiguity baseline; and finally, 5) effects of adding additional parameters (e.g., environmental uncertainty) can be well predicted from the parameter coupling.
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Because of the nonlinear parameter-dependence of the signal field, the estimate is subject to ambiguities and the sidelobe contribution often dominates the estimation error below a threshold signal-to-noise ratio (SNR). To study the matched-field performance, three Bayesian lower bounds on mean-square error are developed: the Bayesian Crame/spl acute/r-Rao bound (BCRB), the Weiss-Weinstein bound (WWB), and the Ziv-Zakai bound (ZZB). Particularly, for a multiple-frequency, multiple-snapshot random signal model, a closed-form minimum probability of error associated with the likelihood ratio test is derived, which facilitates error analysis in a wide scope of applications. Analysis and example simulations demonstrate that 1) unlike the local CRB, the BCRB is not achieved by the maximum likelihood estimate (MLE) even at high SNR if the local performance is not uniform across the prior parameter space; 2) the ZZB gives the closest MLE performance prediction at most SNR levels of practical interest; 3) the ZZB can also be used to determine the necessary number of independent snapshots achieving the asymptotic performance of the MLE at a given SNR; 4) incoherent frequency averaging, which is a popular multitone processing approach, reduces the peak sidelobe error but may not improve the overall performance due to the increased ambiguity baseline; and finally, 5) effects of adding additional parameters (e.g., environmental uncertainty) can be well predicted from the parameter coupling.</abstract><cop>New York, NY</cop><pub>IEEE</pub><doi>10.1109/TSP.2004.837437</doi><tpages>13</tpages></addata></record>
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subjects Acoustic propagation
Acoustic waveguides
Acoustic waves
Ambiguity
Applied sciences
Asymptotic properties
Bayesian analysis
Bayesian estimation
Bayesian methods
Detection, estimation, filtering, equalization, prediction
Error analysis
Estimation error
Exact sciences and technology
Exact solutions
Frequency estimation
Information, signal and communications theory
matched-field processing
Mathematical models
maximum likelihood estimate
Maximum likelihood estimation
Oceans
Parameter estimation
performance bound
Position measurement
Sidelobes
Signal and communications theory
Signal, noise
Telecommunications and information theory
threshold phenomenon
title Bayesian bounds for matched-field parameter estimation
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