Digital Signal Processing Reference
In-Depth Information
where
+
N
(
)
Q
T TTTTTd
+ −
(
)
.
12
, ,
i
i
34
, ,
i
i
2
,
i
3
,
i
i
=
1
Note that the joint MLE depends on the value of the fixed portion of delays d , which is
assumed to be known in this section. Although estimating d is an achievable task, we
do not consider d another unknown (nuisance) parameter due to the inherent highly
nonlinear and complex operations required for estimating d .
The Cramer-Rao lower bound (CRB) for the vector parameter θ = [θ o , θ s ] T can be
derived from the 2 × 2 Fisher information matrix I (θ) by taking its inverse. From (13.6),
the second-order derivatives of the log-likelihood function with respect to θ o and θ′ s are
found as
2
ln
L
θθσ
θ
, ′,
2
2
4
N
θ
,
os
=−
s
2
σ
2
o
2
2
ln
L
θ
, ′,
θσ
N
2
oos
2
2
=−
(
−+
θ
)
(
T
−,
θ
)
2
,
i
o
3
,
i
o
2
2
∂ ′
θ
σ
s
i
=
1
2
2
N
ln
L
θθσ
θ
, ′,
2
os
o ′′
.
=−
2
θθ θ
′ − ′ +−′ −
TT T
θ
so
s
2
,
i
1
,
i
s
3
,
i
4,
i
θ
2
σ
s
i
=
1
Taking the negative expectations yields
2
ln θθσ
θ
L
, ′,
2
2
4
N
θ
os
E
=
,
s
2
σ
2
o
2
2
ln
L
θθσ
θ
, ′,
N

2
os
2
2
(
XT dYTd
+++−+
)
(
)
E
=
E i
i
1
,
i
i
4
,
i
XY
,
2
2
2
∂ ′
σ
i
θ
s
s
i
=
1
N
2
2
= =
( ) + ( ) +
2
2
TdTd
2
σ
( a

1
,
i
4
,
i
i
1
,
2
2
σ θ
s

2
2
ln
L
, ′,
∂ ′
θθσ
θθ
N
2
os
,
E
=−
E
22
θθ
′ −−
T
T
++
TT

XY
,
s
o
2
,
i
3
,
i
1
i
4
,
i
2
σ
i
i
os
i
=
1
()
b
=
TT
+
2
N
1
4
2
σ
where ( a ) and ( b ) are due to X i = θ′ s ( T 2, i - θ o ) - ( T 1, i + d ) and Y i = θ′ s o - T 3, i ) + ( T 4, i - d ),
and
 
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