MAXIMUM-LIKELIHOOD-ESTIMATION FOR ARRAY-PROCESSING IN COLORED NOISE

Direction of arrival estimation of multiple sources, using a uniform l inear array, in noise with unknown covariance is considered. The noise is modeled as a spatial autoregressive process with unknown parameter s. Both stochastic and deterministic signal models are considered. For the random signal case, an approximate maximum likelihood estimator o f the signal and noise parameters is derived. It requires numerical ma ximization of a compressed likelihood function over the unknown arriva l angles. Analytical expressions for the MLE's of the signal covarianc e and the AR parameters are given. Similar results for the case of det erministic signals are also presented.