Time delay estimation in stationary and non-stationary environments
Time delay estimation in stationary and non-stationary environments
Date
1988-07
Authors
Segal, Mordechai
Weinstein, Ehud
Weinstein, Ehud
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DOI
10.1575/1912/7487
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Array processors
Abstract
We develop computationally efficient iterative algorithms for finding the Maximum Likelihood
estimates of the delay and spectral parameters of a 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 Jog-likelihood gradient (score), the Hessian, and the Fisher's information matrix
under stationary and non-stationary conditions.
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Segal, M., & Weinstein, E. (1988). Time delay estimation in stationary and non-stationary environments. Woods Hole Oceanographic Institution. https://doi.org/10.1575/1912/7487