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The stochastic CRB for array processing: a textbook derivation
Department of Systems and Control, Uppsala University, Sweden.
Department of Systems and Control, Uppsala University, Sweden.ORCID iD: 0000-0002-7599-4367
Communications Research Laboratory, Department of Electrical and Computer Engineering, McMaster University, Canada.
2001 (English)In: IEEE Signal Processing Letters, ISSN 1070-9908, E-ISSN 1558-2361, Vol. 8, no 5, 148-150 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2001. Vol. 8, no 5, 148-150 p.
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Engineering and Technology
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URN: urn:nbn:se:liu:diva-77158DOI: 10.1109/97.917699OAI: oai:DiVA.org:liu-77158DiVA: diva2:525221
Available from: 2012-05-07 Created: 2012-05-07 Last updated: 2017-12-07Bibliographically approved

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Larsson, Erik G.

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