Maximum likelihood array processing in spatially correlated noisefields using parameterized signals

This paper deals with the problem of estimating signal parameters using an array of sensors. This problem is of interest in a variety of applications, such as radar and sonar source localization. A vast number of estimation techniques have been proposed in the literature during the past two decades. Most of these can deliver consistent estimates only if the covariance matrix of the background noise is known. In many applications, the aforementioned assumption is unrealistic. Recently, a number of contributions have addressed the problem of signal parameter estimation in unknown noise environments based on various assumptions on the noise. Herein, a different approach is taken. We assume instead that the signals are partially known. The received signals are modeled as linear combinations of certain known basis functions. The exact maximum likelihood (ML) estimator for the problem at hand is derived, as well as computationally more attractive approximation. The Cramer-Rao lower bound (CRB) on the estimation error variance is also derived and found to coincide with the CRB, assuming an arbitrary deterministic model and known noise covariance     

On the existence of efficient estimators

The common signal processing problem of estimating some nonrandom parameters of a signal in additive noise is considered. The problem investigated in this paper is under what conditions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramer-Rao lower bound (CRB). It is well known that if the signal is linear or, more generally, affine in the parameters and the noise Gaussian, an efficient estimator does exist. This paper shows that under some conditions, this is the only case where an efficient estimator exists     

Advantages of nonuniform arrays using root-MUSIC

In this paper, we consider the Direction-Of-Arrival (DOA) estimation problem in the Nonuniform Linear Arrays (NLA) case, particularly the arrays with missing sensors. We show that the root-MUSIC algorithm can be directly applied to this case and that it can fully exploit the advantages of using an NLA instead of a Uniform Linear Array (ULA). Using theoretical analysis and simulations, we demonstrate that employing an NLA with the same number of sensors as the ULA, yields better performance. Moreover, reducing the number of sensors while keeping the same array aperture as the ULA slightly modifies the Mean Square Error (MSE). Therefore, thanks to the NLA, it is possible to maintain a good resolution while decreasing the number of sensors. We also show that root-MUSIC presents good performance and is one of the simplest high resolution methods for this type of arrays. Closed-form expressions of the estimator variance and the Cramer–Rao Bound (CRB) are derived in order to support our simulation results. In addition, the analytical expression of the CRB of the NLA to the CRB of the ULA ratio is calculated in order to show the advantages of the NLA.     

The true Crame/spl acute/r-Rao lower bound for data-aided carrier-phase-independent time-delay estimation from linearly Modulated waveforms

In this paper, we present the derivation and analysis of the true Crame/spl acute/r-Rao lower bound (CRB) for the variance of unbiased, data-aided (DA) symbol-timing estimates, obtained from a block of K samples of a linearly modulated information signal, transmitted through an additive white Gaussian noise channel with random carrier phase. We consider a carrier-phase-independent time-delay estimation scenario wherein the carrier phase is viewed as an unwanted or nuisance parameter. The new bounds require only a moderate computational effort and are tighter than the CRB for the variance of unbiased time-delay estimates obtained under the assumption that the carrier phase is known. These bounds are particularly useful to assess the ultimate accuracy that can be achieved by pilot-assisted symbol synchronizers. Conversely, they may be used to evaluate data sequence suitability for the purpose of time-delay estimation. Comparison of the actual variance of a DA feedforward timing estimator with the new bounds show that these are attainable by practical synchronizers.     

Maximum-likelihood source localization and unknown sensor locationestimation for wideband signals in the near-field

In this paper, we derive the maximum-likelihood (ML) location estimator for wideband sources in the near field of the sensor array. The ML estimator is optimized in a single step, as opposed to other estimators that are optimized separately in relative time-delay and source location estimations. For the multisource case, we propose and demonstrate an efficient alternating projection procedure based on sequential iterative search on single-source parameters. The proposed algorithm is shown to yield superior performance over other suboptimal techniques, including the wideband MUSIC and the two-step least-squares methods, and is efficient with respect to the derived Cramer-Rao bound (CRB). From the CRB analysis, we find that better source location estimates can be obtained for high-frequency signals than low-frequency signals. In addition, large range estimation error results when the source signal is unknown, but such unknown parameter does not have much impact on angle estimation. In some applications, the locations of some sensors may be unknown and must be estimated. The proposed method is extended to estimate the range from a source to an unknown sensor location. After a number of source-location frames, the location of the uncalibrated sensor can be determined based on a least-squares unknown sensor location estimator     

Acoustic vector-sensor processing in the presence of a reflectingboundary

We consider the passive direction-of-arrival (DOA) estimation problem using arrays of acoustic vector sensors located in a fluid at or near a reflecting boundary. We formulate a general measurement model applicable to any planar surface, derive an expression for the Cramer-Rao bound (CRB) on the azimuth and elevation of a single source, and obtain a bound on the mean-square angular error (MSAE). We then examine two applications of great practical interest: hull-mounted and seabed arrays. For the former, we use three models for the hull: an ideal rigid surface for high frequency, an ideal pressure-release surface for low frequency, and a more complex, realistic layered model. For the seabed scenario, we model the ocean floor as an absorptive liquid layer. For each application, we use the CRB, MSAE bound, and beam patterns to quantify the advantages of using velocity and/or vector sensors instead of pressure sensors. For the hull-mounted application, we show that normal component velocity sensors overcome the well-known, low-frequency problem of small pressure signals without the need for an undesirable “stand-off” distance. For the seabed scenario, we also derive a fast wideband estimator of the source location using a single vector sensor     

Cramer-Rao bounds for estimating range, velocity, and directionwith an active array

We derive Cramer-Rao bound (CRB) expressions for the range (time delay), velocity (Doppler shift), and direction of a point target using an active radar or sonar array. First, general CRB expressions are derived for a narrowband signal and array model and a space-time separable noise model that allows both spatial and temporal correlation. We discuss the relationship between the CRB and ambiguity function for this model. Then, we specialize our CRB results to the case of temporally white noise and the practically important signal shape of a linear frequency modulated (chirp) pulse sequence. We compute the CRB for a three-dimensional (3-D) array with isotropic sensors in spatially white noise and show that it is a function of the array geometry only through the “moments of inertia” of the array. The volume of the confidence region for the target's location is proposed as a measure of accuracy. For this measure, we show that the highest (and lowest) target location accuracy is achieved if the target lies along one of the principal axes of inertia of the array. Finally, we compare the location accuracies of several array geometries     

Approximate maximum likelihood estimators for array processing inmultiplicative noise environments

We consider the problem of localizing a source by means of a sensor array when the received signal is corrupted by multiplicative noise. This scenario is encountered, for example, in communications, owing to the presence of local scatterers in the vicinity of the mobile or due to wavefronts that propagate through random inhomogeneous media. Since the exact maximum likelihood (ML) estimator is computationally intensive, two approximate solutions are proposed, originating from the analysis of the high and low signal to-noise ratio (SNR) cases, respectively. First, starting with the no additive noise case, a very simple approximate ML (AML₁) estimator is derived. The performance of the AML₁ estimator in the presence of additive noise is studied, and a theoretical expression for its asymptotic variance is derived. Its performance is shown to be close to the Cramer-Rao bound (CRB) for moderate to high SNR. Next, the low SNR case is considered, and the corresponding AML₂ solution is derived. It is shown that the approximate ML criterion can be concentrated with respect to both the multiplicative and additive noise powers, leaving out a two-dimensional (2-D) minimization problem instead of a four-dimensional (4-D) problem required by the exact ML. Numerical results illustrate the performance of the estimators and confirm the validity of the theoretical analysis     

The Asymptotic Cramér-Rao Bound for 2-D Superimposed Exponential Signals

The problem of estimating the parameters of complex-valued two-dimensional (2-D) exponential signals corrupted by noise occurs in many signal processing applications. In this paper we derive a simple and easily interpretable expression for the asymptotic Cramér-Rao bound (CRB) matrix associated with this problem. The Maximum Likelihood (ML) method attains the performance corresponding to the asymptotic CRB as the dimensions of the observed field increase. Furthermore, the Nonlinear Least Squares (NLS) method, which ignores the possible correlation of the noise, achieves the same performance as the ML method in large samples.     

Parameter estimation of 2-D random amplitude polynomial-phasesignals

Phase information has fundamental importance in many two-dimensional (2-D) signal processing problems. In this paper, we consider 2-D signals with random amplitude and a continuous deterministic phase. The signal is represented by a random amplitude polynomial phase model. A computationally efficient estimation algorithm for the signal parameters is presented. The algorithm is based on the properties of the mean phase differencing operator, which is introduced and analyzed. Assuming that the signal is observed in additive white Gaussian noise and that the amplitude field is Gaussian as well, we derive the Cramer-Rao lower bound (CRB) on the error variance in jointly estimating the model parameters. The performance of the algorithm in the presence of additive white Gaussian noise is illustrated by numerical examples and compared with the CRB     

Space-time fading channel estimation and symbol detection inunknown spatially correlated noise

We present maximum likelihood (ML) methods for space-time fading channel estimation with an antenna array in spatially correlated noise having unknown covariance; the results are applied to symbol detection. The received signal is modeled as a linear combination of multipath-delayed and Doppler-shifted copies of the transmitted waveform. We consider structured and unstructured array response models and derive the Cramer-Rao bound (CRB) for the unknown directions of arrival, time delays, and Doppler shifts. We also develop methods for spatial and temporal interference suppression. Finally, we propose coherent matched-filter and concentrated-likelihood receivers that account for the spatial noise covariance and analyze their performance     

The Ricean K factor: estimation and performance analysis

In wireless communications, the relative strength of the direct and scattered components of the received signal, as expressed by the Ricean K factor, provides an indication of link quality. Accordingly, efficient and accurate methods for estimating K are of considerable interest. In this paper, we propose a general class of moment-based estimators which use the signal envelope. This class of estimators unifies many of the previous estimators, and introduces new ones. We derive, for the first time, the asymptotic variance (AsV) of these estimators and compare them with the Cramer-Rao bound (CRB). We then tackle the problem of estimating K from the in-phase and quadrature-phase (I/Q) components of the received signal and illustrate the improvement in performance as compared with the envelope-based estimators. We derive the CRBs for the I/Q data model, which, unlike the envelope CRB, is tractable for correlated samples. Furthermore, we introduce a novel estimator that relies on the I/Q components, and derive its AsV even when the channel samples are correlated. We corroborate our analytical findings by simulations.     

Optimum crossing-point estimation of a sampled analog signal with a periodic carrier

The problem of estimating the crossing points of a continuous-time random process, represented by a sequence of uniformly spaced noisy samples, with a periodic analog carrier signal is of crucial importance in the implementation of pulse-width modulation (PWM) and other event-triggered sampling systems. In this paper, we formally approach this problem from a statistical signal processing perspective under a Bayesian framework. We derive the maximum a posteriori (MAP) estimator of the crossing point from a finite sequence of noisy observations, along with a close approximation based on minimum mean squared error (MMSE) considerations. We also study the Bayesian Cramér-Rao bound (CRB) on attainable mean square estimation error. Finally, simulations of a PWM scenario demonstrate that both the MAP and MMSE estimators approach the CRB and outperform several benchmark estimators. The MMSE is a particularly attractive solution as it offers a computationally efficient approximation to the MAP estimator.     

Adaptive nonlinear filters for narrow-band interference suppressionin spread-spectrum CDMA systems

This paper presents a novel nonlinear filter and parameter estimator for narrow band interference suppression in code division multiple access spread-spectrum systems. As in the article by Rusch and Poor (1994), the received sampled signal is modeled as the sum of the spread-spectrum signal (modeled as a finite state independently identically distributed (i.i.d.) process-here we generalize to a finite state Markov chain), narrow-band interference (modeled as a Gaussian autoregressive process), and observation noise (modeled as a zero-mean white Gaussian process). The proposed algorithm combines a recursive hidden Markov model (HMM) estimator, Kalman filter (KF), and the recursive expectation maximization algorithm. The nonlinear filtering techniques for narrow-band interference suppression presented in Rusch and Poor and our proposed HMM-KF algorithm have the same computational cost. Detailed simulation studies show that the HMM-KF algorithm outperforms the filtering techniques in Rusch and Poor. In particular, significant improvements in the bit error rate and signal-to-noise ratio (SNR) enhancement are obtained in low to medium SNR. Furthermore, in simulation studies we investigate the effect on the performance of the HMM-KF and the approximate conditional mean (ACM) filter in the paper by Rusch and Poor, when the observation noise variance is increased. As expected, the performance of the HMM-KF and ACM algorithms worsen with increasing observation noise and number of users. However, HMM-KF significantly outperforms ACM in medium to high observation noise     

Linear Regression With Gaussian Model Uncertainty: Algorithms and Bounds

In this paper, we consider the problem of estimating an unknown deterministic parameter vector in a linear regression model with random Gaussian uncertainty in the mixing matrix. We prove that the maximum-likelihood (ML) estimator is a (de)regularized least squares estimator and develop three alternative approaches for finding the regularization parameter that maximizes the likelihood. We analyze the performance using the Cramer-Rao bound (CRB) on the mean squared error, and show that the degradation in performance due the uncertainty is not as severe as may be expected. Next, we address the problem again assuming that the variances of the noise and the elements in the model matrix are unknown and derive the associated CRB and ML estimator. We compare our methods to known results on linear regression in the error in variables (EIV) model. We discuss the similarity between these two competing approaches, and provide a thorough comparison that sheds light on their theoretical and practical differences.     

Timing Recovery With Frequency Offset and Random Walk: Cramér–Rao Bound and a Phase- Locked Loop Postprocessor

We consider the problem of timing recovery for bandlimited, baud-rate sampled systems with intersymbol interference and a timing offset that can be modeled as a combination of a frequency offset and a random walk. We first derive the Crameacuter-Rao bound (CRB), which is a lower bound on the estimation error variance for any timing estimator. Conventional timing recovery is based on a phase-locked loop (PLL). We compare the conventional timing-recovery method with the CRB for realistic timing parameters for the magnetic recording channel, and observe a 7 dB signal-to-noise ratio gap between the two. Next, we propose a PLL postprocessor based on the maximum a posteriori estimation principle that performs to within 1.5 dB of the CRB. This postprocessor performs time-invariant filtering and time-varying scaling of the PLL timing estimates. The refined timing estimates from the postprocessor are then used to get refined samples by interpolating the samples taken at the PLL's timing estimates. Finally, we present suboptimal implementations that allow a performance-complexity tradeoff     

Cisoid parameter estimation in the colored noise case: asymptoticCramer-Rao bound, maximum likelihood, and nonlinear least-squares

The problem of estimating the parameters of complex-valued sinusoidal signals (cisoids, for short) from data corrupted by colored noise occurs in many signal processing applications. We present a simple formula for the asymptotic (large-sample) Cramer-Rao bound (CRB) matrix associated with this problem. The maximum likelihood method (MLM), which estimates both the signal and noise parameters, attains the performance corresponding to the asymptotic CRB, as the sample length increases. More interestingly, we show that a computationally much simpler nonlinear least-squares method (NLSM), which estimates the signal parameters only, achieves the same performance in large samples     

Cramer-Rao Bounds for parameter estimation of phase-coding signals

In this paper, Cramer-Rao Bound (CRB) is derived from phase-coding signal with additive white noise, where three important parameters are focused on: carrier frequency, chip width and amplitude. Simplified and close form expressions of CRB are obtained through complicated derivation, and then are applied to evaluate the performance of the cyclic estimator. The results are accurate enough and serve well as benchmark for evaluating the performance of parameter estimation method. Numerical simulations illustrate the accuracy and applicability of the derived CRB.     

Blind-Channel Estimation and Interference Suppression for Single-Carrier and Multicarrier Block Transmission Systems

Block transmission has recently been considered as an alternative to the conventional continuous transmission technique. In particular, block transmission techniques with zero padding (ZP) and cyclic prefix (CP) are becoming attractive procedures for their ability to eliminate both intersymbol interference (ISI) and interblock interference (IBI). In this paper, we present a unified approach to blind-channel estimation and interference suppression for block transmission using ZP or CP in both single-carrier (SC) and multicarrier (MC) systems. Our approach uses a generalized multichannel minimum variance principle to design an equalizing filterbank. The channel estimate is then obtained from an asymptotically tight lower bound of the filterbank output power. Through an asymptotic analysis of the subspace of the received signal, we determine an upper bound for the number of interfering tones that can be handled by the proposed schemes. As a performance measure, we derive an unconditional CramÉr–Rao bound (CRB) that, similar to the proposed blind channel estimators, does not assume knowledge of the transmitted information symbols. Numerical examples show that the proposed schemes approach the CRB as the signal-to-noise ratio (SNR) increases. Additionally, they exhibit low sensitivity to unknown narrowband interference and favorably compare with subspace blind-channel estimators.