NDLI: Cramer-Rao Bound for Bearing Estimation with Bias Correction

Content Provider	IEEE Xplore Digital Library
Author	Wen Xu
Copyright Year	2007
Description	Author affiliation: Zhejiang Univ., Hangzhou (Wen Xu)
Abstract	The Cramer-Rao lower bound (CRB) has been extensively used in parameter estimation performance analysis. It can be achieved by a maximum likelihood estimator (MLE) for sufficiently high SNR; however below certain SNR the MLE mean-square error departs significantly from the CRB, displaying a threshold behavior. This departure is partially attributed to the fact that an MLE with nonlinear parameter dependence is biased at low SNR while a local performance bound such as the CRB is limited to unbiased estimates. Indeed the information theory inequality, from which the CRB can be derived, does include some bias-related terms, which are ignored in the commonly-referred form of the CRB (i.e., inverse of the Fisher information) due to evaluation difficulty. Using a first- order approximation of the MLE bias, this paper presents a complete CRB including both the bias contribution and the Fisher information, and applies it to array-based bearing estimation analysis. Evaluation examples demonstrate that the revised CRB displays some threshold behavior; however it is still far apart from the MLE simulations. The results suggest that 1) a more accurate bias estimation must be exploited to make the approach practically meaningful; and 2) it may make more sense to combine the bias contribution with a large error bound such as the Barankin bound so that both mainlobe and sidelobe ambiguities are taken into account.
Starting Page	1
Ending Page	5
File Size	2787034
Page Count	5
File Format	PDF
ISBN	9780933957350
DOI	10.1109/OCEANS.2007.4449399
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-09-29
Publisher Place	Canada
Access Restriction	Subscribed
Rights Holder	MTS
Subject Keyword	Direction of arrival estimation Maximum likelihood estimation Parameter estimation Sensor arrays Erbium Displays Signal to noise ratio Cramer-Rao bounds Performance analysis Information theory
Content Type	Text
Resource Type	Article

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