Stochastic Maximum Likelihood Direction Finding in the Presence of Nonuniform Noise Fields
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866913973493825536 |
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| author | Gong, Ming-yan Lyu, Bin |
| author_facet | Gong, Ming-yan Lyu, Bin |
| contents | In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be correlated, in unknown nonuniform noise. Unlike alternating maximization, the ECME algorithm updates both the source and noise covariance matrix estimates by explicit formulas and can guarantee that both estimates are positive semi-definite and definite, respectively. Thus, the ECME algorithm is computationally efficient and operationally stable. Simulation results confirm the effectiveness of the algorithm. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2302_04609 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Stochastic Maximum Likelihood Direction Finding in the Presence of Nonuniform Noise Fields Gong, Ming-yan Lyu, Bin Signal Processing Optimization and Control Applications In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be correlated, in unknown nonuniform noise. Unlike alternating maximization, the ECME algorithm updates both the source and noise covariance matrix estimates by explicit formulas and can guarantee that both estimates are positive semi-definite and definite, respectively. Thus, the ECME algorithm is computationally efficient and operationally stable. Simulation results confirm the effectiveness of the algorithm. |
| title | Stochastic Maximum Likelihood Direction Finding in the Presence of Nonuniform Noise Fields |
| topic | Signal Processing Optimization and Control Applications |
| url | https://arxiv.org/abs/2302.04609 |