Cramer-Rao bounds for location of unknown multiple sources in a multipath environment

Abstract

The authors derive expressions for the Cramer-Rao bound on the location parameters of several stochastic sources. The source signals are Gaussian, with unknown mean and variance parameters. In this way, they are able to derive expressions that encompass the commonly considered models of unknown deterministic and zero-mean stochastic source signals. The inverse of the Cramer-Rao bound for the location parameters is the sum of two components, one representing the information in the mean of the observations, and the other associated to its stochastic nature. Both these components are equal to the information for the corresponding known source signal case minus a loss term due to lack of knowledge of the source signal moments.<>