克拉姆-饶行
估计员
最大似然
数学
协方差矩阵
协方差
统计
上下界
效率
计算机科学
应用数学
算法
数学分析
作者
Petre Stoica,Arye Nehorai
出处
期刊:IEEE Transactions on Acoustics, Speech, and Signal Processing
[Institute of Electrical and Electronics Engineers]
日期:1989-05-01
卷期号:37 (5): 720-741
被引量:2755
摘要
The performance of the MUSIC and ML methods is studied, and their statistical efficiency is analyzed. The Cramer-Rao bound (CRB) for the estimation problems is derived, and some useful properties of the CRB covariance matrix are established. The relationship between the MUSIC and ML estimators is investigated as well. A numerical study is reported of the statistical efficiency of the MUSIC estimator for the problem of finding the directions of two plane waves using a uniform linear array. An exact description of the results is included.< >
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