交替分离算法的Cramer-Rao界
doi: 10.3724/SP.J.1146.2005.00756
Alternating Separation Algorithm and Its Cramer-Rao Bound
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摘要: 该文推导了交替分离算法的Cramer-Rao界。交替分离算法的Cramer-Rao界涉及到矩阵的减逆，而矩阵减逆具有比通常Moore-Penrose广义逆更为宽松的定义条件，在理论上，一个确定矩阵有无数个减逆。为了建立分离算法的Cramer-Rao界，该文求出了一个确定矩阵的一个特定减逆矩阵。根据任一确定性定理，得到分离数据的密度分布函数，从而获得交替分离算法的Cramer-Rao界。交替分离算法的Cramer-Rao界将多信号对信号参数估计的影响能更直观反映出来。通过对交替分离算法的Cramer-Rao界的讨论，该文还给出了有关矩阵分离算子一些重要的性质。Abstract: This paper provides the Cramer-Rao lower bound of alternating separation algorithm. In the Cramer-Rao bound, the #61485; inversion of a definite matrix must be established, which extends the theory of Cramer-Rao bound. In additional, this Cramer-Rao bound displays the multiple signal effect in the parameter estimated process. By discussion the Cramer-Rao lower bound of Alternating Separation algorithm, some properties of the signal separation operator matrix are given.
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