Statistical resolution limit for the multidimensional harmonic retrieval model: hypothesis test and Cramer-Rao Bound approaches

被引:19
作者
El Korso, Mohammed Nabil [1 ]
Boyer, Remy [1 ]
Renaux, Alexandre [1 ]
Marcos, Sylvie [1 ]
机构
[1] Univ Paris 11, CNRS, SUPELEC, Lab Signaux & Syst L2S, F-91192 Gif Sur Yvette, France
来源
EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING | 2011年
关键词
Statistical resolution limit; Multidimensional harmonic retrieval; Performance analysis; Hypothesis test; Cramer-Rao bound; Parameter estimation; Multidimensional signal processing; PERFORMANCE; ALGORITHMS; MUSIC;
D O I
10.1186/1687-6180-2011-12
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The statistical resolution limit (SRL), which is defined as the minimal separation between parameters to allow a correct resolvability, is an important statistical tool to quantify the ultimate performance for parametric estimation problems. In this article, we generalize the concept of the SRL to the multidimensional SRL (MSRL) applied to the multidimensional harmonic retrieval model. In this article, we derive the SRL for the so-called multidimensional harmonic retrieval model using a generalization of the previously introduced SRL concepts that we call multidimensional SRL (MSRL). We first derive the MSRL using an hypothesis test approach. This statistical test is shown to be asymptotically an uniformly most powerful test which is the strongest optimality statement that one could expect to obtain. Second, we link the proposed asymptotic MSRL based on the hypothesis test approach to a new extension of the SRL based on the Cramer-Rao Bound approach. Thus, a closed-form expression of the asymptotic MSRL is given and analyzed in the framework of the multidimensional harmonic retrieval model. Particularly, it is proved that the optimal MSRL is obtained for equi-powered sources and/or an equi-distributed number of sensors on each multi-way array.
引用
收藏
页数:14
相关论文
共 46 条
[11]  
El Korso MN, 2010, P IEEE INT C AC SPEE
[12]  
Gershman AB, 2005, SPACE-TIME PROCESSING FOR MIMO COMMUNICATIONS, P1, DOI 10.1002/0470010045
[13]  
Golub GH., 1989, MATRIX COMPUTATIONS, DOI DOI 10.56021/9781421407944
[14]   Simultaneous Schur decomposition of several nonsymmetric matrices to achieve automatic pairing in multidimensional harmonic retrieval problems [J].
Haardt, M ;
Nossek, JA .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1998, 46 (01) :161-169
[15]  
Haardt M, 1997, INT CONF ACOUST SPEE, P255, DOI 10.1109/ICASSP.1997.599617
[16]  
Harshman R. A., 1970, UCLA Working Papers in Phonetics, V16, P1, DOI DOI 10.1134/S0036023613040165
[17]   Almost-sure identifiability of multidimensional harmonic retrieval [J].
Jiang, T ;
Sidiropoulos, ND ;
ten Berge, JMF .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2001, 49 (09) :1849-1859
[18]   THE STATISTICAL PERFORMANCE OF THE MUSIC AND THE MINIMUM-NORM ALGORITHMS IN RESOLVING PLANE-WAVES IN NOISE [J].
KAVEH, M ;
BARABELL, AJ .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1986, 34 (02) :331-341
[19]  
Kay S., 1993, Fundamentals of statistical processing, volume I: estimation theory, VI
[20]  
Kay S. M., 1998, Fundamentals of Statistical Signal Processing: Estimation Theory, V2