Likelihood Analysis of Power Spectra and Generalized Moment Problems

We develop an approach to spectral estimation that has been advocated by Ferrante, Masiero and Pavon and, in the context of the scalar-valued covariance extension problem, by Enqvist and Karlsson. The aim is to determine the power spectrum that is consistent with given moments and minimizes the relative entropy between the probability law of the underlying Gaussian stochastic process to that of a prior. The approach is analogous to the framework of earlier work by Byrnes, Georgiou and Lindquist and can also be viewed as a generalization of the classical work by Burg and Jaynes on the maximum entropy method. In the present paper we present a new fast algorithm in the general case (i.e., for general Gaussian priors) and show that for priors with a specific structure the solution can be given in closed form.Comment: 17 pages, 4 figure

Emitter Location Finding using Particle Swarm Optimization

Using several spatially separated receivers, nowadays positioning techniques, which are implemented to determine the location of the transmitter, are often required for several important disciplines such as military, security, medical, and commercial applications. In this study, localization is carried out by particle swarm optimization using time difference of arrival. In order to increase the positioning accuracy, time difference of arrival averaging based two new methods are proposed. Results are compared with classical algorithms and Cramer-Rao lower bound which is the theoretical limit of the estimation error

Wideband multilinear array processing through tensor decomposition

International audienceOur goal is to devise a wideband High-Resolution technique that does not require a priori knowledge of DoA rough estimates, and that is able to exploit multiple spatial invariances.Existing tensor array processing techniques are limited to the narrowband case. On the other hand, wideband Esprit has only been proposed with focusing matrices, requiring a priori DoA knowledge.We resort to the decomposition of tensors built on space, space translation and frequency diversities, and demonstrate the good behavior of the algorithm proposed