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    Time delay estimation in stationary and non-stationary environments

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    WHOI-88-29.pdf (8.492Mb)
    Date
    1988-07
    Author
    Segal, Mordechai  Concept link
    Weinstein, Ehud  Concept link
    Metadata
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    Citable URI
    https://hdl.handle.net/1912/7487
    DOI
    10.1575/1912/7487
    Keyword
    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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    • Applied Ocean Physics and Engineering (AOP&E)
    • WHOI Technical Reports
    Suggested Citation
    Technical Report: Segal, Mordechai, Weinstein, Ehud, "Time delay estimation in stationary and non-stationary environments", 1988-07, DOI:10.1575/1912/7487, https://hdl.handle.net/1912/7487
     
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