ON THE CONCENTRATED STOCHASTIC LIKELIHOOD FUNCTION IN ARRAY SIGNAL-PROCESSING

Authors
STOICA P NEHORAI A
Citation
P. Stoica et A. Nehorai, ON THE CONCENTRATED STOCHASTIC LIKELIHOOD FUNCTION IN ARRAY SIGNAL-PROCESSING, Circuits, systems, and signal processing, 14(5), 1995, pp. 669-674
Citations number
9
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Circuits, systems, and signal processing → ACNP
ISSN journal
0278081X
Volume
14
Issue
5
Year of publication
1995
Pages
669 - 674
Database
ISI
SICI code
0278-081X(1995)14:5<669:OTCSLF>2.0.ZU;2-L
Abstract
The stochastic likelihood function [(STO)LF] associated with the narro wband signal processing problem can be concentrated with respect to th e 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 prov ide a simple, complete proof of the concentrated (STO)LF formula.