有限快拍四階累量無偏估計(jì)性能分析
COVARIANCE PERFORMANCE ANALYSIS OF FINITE-SAMPLE CUMULANTS
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摘要: 關(guān)于累量域估計(jì)的研究以前主要著重于漸進(jìn)性能的研究，包括漸近無偏估計(jì)及漸近方差。本文主要研究有限快拍累量域無偏估計(jì)性能，包括有限快拍的無偏估計(jì)及方差性能分析。仿真結(jié)果表明無偏估計(jì)在低信噪比情況下波達(dá)方向參數(shù)估計(jì)性能優(yōu)于有偏估計(jì)，從而推動累量域本身估計(jì)的研究。
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關(guān)鍵詞:
- 累量域; 有偏估計(jì); 無偏估計(jì)
Abstract: In recent years, estimation in cumulant domains was studied mainly in the aspect of asymptotic performance, including asymptotic unbiased estimation and asymptotic covariance. Unbiased estimation performance for finite snapshots is discussed in this paper. Simulation results demonstrate that performance of DOA unbiased estimation is better than that of biased for low SNR. -
Nikias C L,Petropulu A P.Higher-Order Spectra Analysis:A Nonlinear Signal Processing Frame-work.New Jersey:PTR Prentice-Hall,Inc.,1993,163-218.[2]張賢達(dá)．時(shí)間序列分析高階統(tǒng)計(jì)量方法．北京：清華大學(xué)出版社，1995,25-44.[3]Mendel J M.Tutorial on higher-order statistics (spectra) in signal processing and system theory:Theoretical results and some applications[J].Proc.IEEE.1991,79(3):278-305[4]Andre F,Nowak D,Van Veen D.Low-rank estimation of higher order statistics.IEEE Trans.on Signal Processing.1997,45(3):673-685.[5]吳洹，保錚．累量域波達(dá)方向估計(jì)的穩(wěn)健性．電子學(xué)報(bào)，1997,25(6):25-29. -
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