Time Delay Estimation in Stationary and Non-Stationary Environments

Abstract

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 Fisher's information matrix under stationary and non-stationary conditions. Keywords: Array processing, Estimate maximize algorithm.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1988
Accession Number
ADA202507

Entities

People

  • Ehud Weinstein
  • Mordechai Segal

Organizations

  • Woods Hole Oceanographic Institution

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computations
  • Cross Correlation
  • Data Science
  • Differential Equations
  • Environment
  • Equations
  • Estimators
  • Gaussian Processes
  • Information Science
  • Mathematical Filters
  • Oceanography
  • Random Variables
  • Statistical Algorithms
  • Stochastic Processes
  • United States

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Radar Systems Engineering.
  • Statistical inference.