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The stochastic Cramér-Rao bound for source localization and medium tomography using vector sensors
1Departments of Mechanical and Electrical Engineering, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, USA.
A new direct formulation for the stochastic Cramér-Rao bound (CRB) simplifies performance analysis for Gaussian signals with additive Gaussian noise across various sensor types. This method enhances signal localization and tomographic parameter estimation in complex environments.
Area of Science:
- Signal Processing
- Estimation Theory
- Array Processing
Background:
- The stochastic Cramér-Rao bound (CRB) is crucial for assessing the fundamental limits of parameter estimation accuracy.
- Existing formulations can be computationally intensive, especially for complex sensor arrays and signal models.
- Applications span radar, sonar, seismics, and oceanography, requiring robust estimation techniques.
Purpose of the Study:
- To introduce a direct and simplified formulation for the stochastic CRB applicable to Gaussian signals with additive Gaussian noise.
- To generalize the CRB formulation for vector observations from multiple sources, including partially coherent signals.
- To enable efficient performance studies for signal localization and tomographic parameters.
Main Methods:
- Developed a direct formulation for the stochastic CRB for Gaussian signals and noise.
- Utilized a general embedding using a Green's function vector for various parameters (localization, tomographic).
- Derived simplified CRB expressions using three quadratic forms involving the Green's function and noise covariance.
Main Results:
- The new formulation yields simplified stochastic CRB expressions.
- Computational efficiency is improved by inverting the noise covariance only once.
- The method is validated with applications to vector sensors in jamming scenarios, showing analytical and numerical results.
Conclusions:
- The proposed direct CRB formulation offers a computationally efficient approach for performance analysis.
- It provides a unified framework for diverse sensor systems and estimation problems.
- The results facilitate more accessible and scalable performance studies in signal processing applications.
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