PARAMETER ESTIMATION FOR STOCHASTIC SIGNALS WHICH ARE COHERENT IN PAIRS,

Abstract

A general expression for the likelihood functional for the coherent multiple-sensor problem is developed using Gaussian statistics on both signal and noise. With strongly correlated stochastic signals, a singularity problem arises; to avoid this difficulty, a complex representation for the signal is used, and the likelihood functional is averaged over the real and imaginary parts of the signal. A solution to the likelihood equation for an estimate of the parameter change between signals and a bound on the variance are found. An example of a two-sensor problem in phase-difference estimation is also given. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1968
Accession Number
AD0666777

Entities

People

  • Ferrell G. Stremler

Organizations

  • University of Michigan

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Contracts
  • Data Science
  • Equations
  • Information Science
  • Mathematics
  • Statistics

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Sensor Fusion and Tracking Systems.