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
(θ
o
-
T
3,
i
) + (
T
4,
i
-
d
),
and
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