Open AccessSequential source localisation and range estimation based on shrinkage algorithm
Author(s) -
Park CheeHyun,
Chang JoonHyuk
Publication year - 2018
Publication title -
iet signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.384
H-Index - 42
ISSN - 1751-9683
DOI - 10.1049/iet-spr.2016.0706
Subject(s) - shrinkage , cramér–rao bound , shrinkage estimator , estimator , algorithm , variance (accounting) , range (aeronautics) , upper and lower bounds , mathematics , estimation theory , statistics , computer science , bias of an estimator , minimum variance unbiased estimator , mathematical analysis , materials science , accounting , business , composite material
This study presents the shrinkage‐based sequential source localisation and range estimation algorithms. The shrinkage factor is found using the variance of the estimate in the existing shrinkage algorithm. However, the variance of the estimate is difficult to calculate when the form of the estimate is complex. To circumvent this problem, the authors propose a shrinkage algorithm that employs the Cramér–Rao lower bound (CRLB) instead of the variance for the maximum likelihood (ML) estimate. The variance of the ML estimate and CRLB were found to be similar in simulation results. Furthermore, Stein's unbiased risk estimator and Ledoit–Wolf methods are used to determine the shrinkage factor. The resulting estimation accuracy of the proposed shrinkage‐based sequential source localisation and range estimation methods was similar with that of the existing shrinkage algorithm.