Localization of correlated and uncorrelated signals in colored noise via generalized least squares

A new method for localizing multiple signals in spatially-colored background noise using an arbitrary passive sensor array is presented. The method enables also to exploit prior knowledge that the signals are uncorrelated, in case such information is available, so as to improve the performance and allow localization even if the number of signals exceeds the number of sensors. The estimation is based on the generalized least squares criterion, and is both consistent and efficient. Simulation results confirming the theoretical results are included.