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Bayesian bounds for matched-field parameter estimation

Publication ,  Journal Article
Xu, W; Baggeroer, AB; Richmond, CD
Published in: IEEE Transactions on Signal Processing
December 1, 2004

Matched-field methods concern estimation of source locations and/or ocean environmental parameters by exploiting full wave modeling of acoustic waveguide propagation. Because of the nonlinear parameter-dependence of the signal field, the estimate is subject to ambiguities and the sidelobe contribution often dominates the estimation error below a threshold signal-to-noise ratio (SNR). To study the matched-field performance, three Bayesian lower bounds on mean-square error are developed: the Bayesian Cramér-Rao bound (BCRB), the Weiss-Weinstein bound (WWB), and the Ziv-Zakai bound (ZZB). Particularly, for a multiple-frequency, multiple-snapshot random signal model, a closed-form minimum probability of error associated with the likelihood ratio test is derived, which facilitates error analysis in a wide scope of applications. Analysis and example simulations demonstrate that 1) unlike the local CRB, the BCRB is not achieved by the maximum likelihood estimate (MLE) even at high SNR if the local performance is not uniform across the prior parameter space; 2) the ZZB gives the closest MLE performance prediction at most SNR levels of practical interest; 3) the ZZB can also be used to determine the necessary number of independent snapshots achieving the asymptotic performance of the MLE at a given SNR; 4) incoherent frequency averaging, which is a popular multitone processing approach, reduces the peak sidelobe error but may not improve the overall performance due to the increased ambiguity baseline; and finally, 5) effects of adding additional parameters (e.g., environmental uncertainty) can be well predicted from the parameter coupling. © 2004 IEEE.

Duke Scholars

Published In

IEEE Transactions on Signal Processing

DOI

ISSN

1053-587X

Publication Date

December 1, 2004

Volume

52

Issue

12

Start / End Page

3293 / 3305

Related Subject Headings

  • Networking & Telecommunications
 

Citation

APA
Chicago
ICMJE
MLA
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Xu, W., Baggeroer, A. B., & Richmond, C. D. (2004). Bayesian bounds for matched-field parameter estimation. IEEE Transactions on Signal Processing, 52(12), 3293–3305. https://doi.org/10.1109/TSP.2004.837437
Xu, W., A. B. Baggeroer, and C. D. Richmond. “Bayesian bounds for matched-field parameter estimation.” IEEE Transactions on Signal Processing 52, no. 12 (December 1, 2004): 3293–3305. https://doi.org/10.1109/TSP.2004.837437.
Xu W, Baggeroer AB, Richmond CD. Bayesian bounds for matched-field parameter estimation. IEEE Transactions on Signal Processing. 2004 Dec 1;52(12):3293–305.
Xu, W., et al. “Bayesian bounds for matched-field parameter estimation.” IEEE Transactions on Signal Processing, vol. 52, no. 12, Dec. 2004, pp. 3293–305. Scopus, doi:10.1109/TSP.2004.837437.
Xu W, Baggeroer AB, Richmond CD. Bayesian bounds for matched-field parameter estimation. IEEE Transactions on Signal Processing. 2004 Dec 1;52(12):3293–3305.

Published In

IEEE Transactions on Signal Processing

DOI

ISSN

1053-587X

Publication Date

December 1, 2004

Volume

52

Issue

12

Start / End Page

3293 / 3305

Related Subject Headings

  • Networking & Telecommunications