On the concentrated stochastic likelihood function in array signal processing

The stochastic likelihood function (STO)LF] associated with the narrowband signal processing problem can be concentrated with respect to the signal covariance matrix elements and the noise power. Although this is a known fact, no clear-cut derivation of the concentrated (STO)LF appears to be available in the literature. In this short paper we provide a simple, complete proof of the concentrated (STO)LF formula.The work of A. Nehorai was supported by the Air Force Office of Scientific Research under Grant no. F49620-93-1-0096, the Office of Naval Research under Grant no. N00014-91-J-1298, and the National Science Foundation under grant no. MIP-9122753. The work of P. Stoica was supported by the Swedish Research Council for Engineering Sciences under contract no. 93-669.