Stochastic Maximum Likelihood Direction Finding in the Presence of Nonuniform Noise Fields
Signal Processing
2025-08-05 v1 Optimization and Control
Applications
Abstract
In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be correlated, in unknown nonuniform noise. Unlike alternating maximization, the ECME algorithm updates both the source and noise covariance matrix estimates by explicit formulas and can guarantee that both estimates are positive semi-definite and definite, respectively. Thus, the ECME algorithm is computationally efficient and operationally stable. Simulation results confirm the effectiveness of the algorithm.
Keywords
Cite
@article{arxiv.2302.04609,
title = {Stochastic Maximum Likelihood Direction Finding in the Presence of Nonuniform Noise Fields},
author = {Ming-yan Gong and Bin Lyu},
journal= {arXiv preprint arXiv:2302.04609},
year = {2025}
}