Time Delay Estimation in Stationary and Non-Stationary Environments
WOODS HOLE OCEANOGRAPHIC INSTITUTION MA
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We develop computationally efficient iterative algorithms for finding the Maximum Likelihood estimates of the delay and spectral parameters of noise- like Gaussian signal radiated from a common point source and observed by two or more spatially separated receivers. We first consider the stationary case in which the source is stationary not moving and the observed signals are modeled as wide sense stationary processes. We then extend the scope by considering a non-stationary moving source radiating a possible non-stationary stochastic signal. In that context, we address the practical problem of estimation given discrete-time observations. We also present efficient methods for calculating the log-likelihood gradient score, the Hessian, and the Fishers information matrix under stationary and non-stationary conditions. Keywords Array processing, Estimate maximize algorithm.
- Statistics and Probability