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DIGITAL SIGNAL PROCESSING 8, 185–210 (1998)
ARTICLE NO. SP980316
Covariance Matching Estimation Techniques for Array
Signal Processing Applications
,
B. Ottersten,* † P. Stoica,‡ and R. Roy§
*Signal Processing/S3, Royal Institute of Technology, SE-100 44 Stockholm, Sweden;
‡Systems and Control, Uppsala University, Box 27, SE-751 03 Uppsala, Sweden;
and §ArrayComm, Inc., 3141 Zanker Road, San Jose, California 95134
1. INTRODUCTION
Ottersten, B., Stoica, P., and Roy, R., Covariance Match-
ing Estimation Techniques for Array Signal Processing
Applications, Digital Signal Processing 8 (1998), 185–210. Signal parameter estimation from sensor array
data is a problem that frequently arises in many
A class of covariance matching estimation techniques
applications. Examples include target localization
(COMET) has recently attracted interest in the signal process-
with phased array radars, detection and classifica-
ing community. These techniques have their roots in the
tion of sources with underwater arrays, and, more
statistical literature where they are sometimes referred to
as generalized least squares methods. Covariance match- recently, interference rejection and signal separation
ing is an alternative to maximum likelihood estimation, in wireless communications using antenna arrays. A
providing the same large sample properties often at a large class of estimation and detection methods has
lower computational cost. Herein, we present a general
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