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On the concentrated stochastic likelihood function in array signal processing

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Abstract

The stochastic likelihood function [(STO)LF] associated with the narrowband signal processing problem can be concentrated with respect to the signal covariance matrix elements and the noise power. Although this is a known fact, no clear-cut derivation of the concentrated (STO)LF appears to be available in the literature. In this short paper we provide a simple, complete proof of the concentrated (STO)LF formula.

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Authors and Affiliations

  1. Systems and Control Group, Uppsala University, Box 27, S-751 03, Uppsala, Sweden

    Petre Stoica

  2. Department of Electrical Engineering, Yale University, 06520, New Haven, Connecticut, USA

    Arye Nehorai

Authors
  1. Petre Stoica
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  2. Arye Nehorai
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Additional information

The work of A. Nehorai was supported by the Air Force Office of Scientific Research under Grant no. F49620-93-1-0096, the Office of Naval Research under Grant no. N00014-91-J-1298, and the National Science Foundation under grant no. MIP-9122753. The work of P. Stoica was supported by the Swedish Research Council for Engineering Sciences under contract no. 93-669.

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Stoica, P., Nehorai, A. On the concentrated stochastic likelihood function in array signal processing. Circuits Systems and Signal Process 14, 669–674 (1995). https://doi.org/10.1007/BF01213963

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  • DOI: https://doi.org/10.1007/BF01213963

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