Journal
IEEE SIGNAL PROCESSING LETTERS
Volume 8, Issue 5, Pages 148-150Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/97.917699
Keywords
array signal processing; Cramer-Rao bound
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The stochastic Cramer-Rao bound (CRB) for direction estimation in array processing applications was indirectly derived some ten years ago as the (asymptotic) covariance matrix of the maximum likelihood (ML) estimator. Attempts to obtain the stochastic CRB directly via the CRB theory fell short of providing a simple derivation and consequently, no direct derivation of this useful performance bound was available in the open literature. In the present letter, we correct this situation by providing a textbook-like direct derivation of the stochastic CRB.
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