Non efficiency and non gaussianity of a maximum likelihood estimator at high signal to noise ratio and finite number of samples

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 2, Issue , 2004, Pages

  Renaux, A ^a   Forster, P ^b   Boyer, E ^a   Larzabal, P ^a  

^a Centre National de la Recherche Scientifique   (France)

^b GEA   (France)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; GAUSSIAN NOISE (ELECTRONIC); MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; SIGNAL RECEIVERS; THEOREM PROVING; VECTORS;

GAUSSIAN DISTRIBUTIONS; MAXIMUM LIKELIHOOD (ML); STOCHASTIC MAXIMUM LIKELIHOOD CRITERIONS (SMLC); UNIFORM LINEAR ARRAY (ULA);

SIGNAL TO NOISE RATIO;

EID: 4644342575     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (4)

1. H. Cramer. Mathematical methods of statistics. Princeton University Press, New Jersey, 1946.
2. P. Stoica and A. Nehorai, "Performance Study of Conditional and Unconditional DOA Estimation," IEEE Trans. on ASSP, vol.38, no. 10, pp. 1783-1795, October1990.
3. B. Ottersten, M. Viberg, P. Stoica, and A. Nehorai, Exact and large sample Maximum likelihood techniques for parameter estimation and detection in array processing pp. 99-151 of Radar Array Processing, S. Haykin, J. Litva and T. J. Shepherd, Springier -Verlag, 1993.
4. A. Eriksson, P. Stoica and T. Söderström, "Second-Order properties of MUSIC and ESPRIT estimates of sinusoidal frequencies in high SNR scenarios," Radar and Signal Processing, IEE PROCEDINGS-F, vol.140, no.4, pp.266-272, August 1993.