Asymptotic Frequency-Domain FIM for multidimensional stationary and cyclostationary compound-Gaussian processes: Application to DOA estimation
The classical Whittle formula provides a closed-form expression for the asymptotic Fisher information matrix (FIM) of stationary, zero-mean Gaussian processes (GPs) with finite-dimensional parameterizations, expressed in terms of their power spectra. While this result was recently extended to nonzero-mean, multidimensional, real-valued stationary compound-Gaussian processes (CGPs), its applicability remains limited. In this paper, we significantly broaden this theoretical framework with two primary contributions. First, we extend the Whittle formula to purely cyclostationary real-valued CGPs with parameterized cyclic spectra, and further generalize it to circular and noncircular complex-valued multidimensional stationary CGPs, encompassing both purely and almost cyclostationary CGPs. Second, we apply these novel Whittle-type formulas to evaluate the impact of source spectral characteristics on the Cramer-Rao bound (CRB) for direction-of-arrival (DOA) estimation, particularly in scenarios involving frequency offsets.
Authors
- Jean-Pierre Delmas (ORCID: https://orcid.org/0000-0003-3137-6134)
- Habti Abeida (ORCID: https://orcid.org/0000-0001-5813-4085)
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-11-02
- DOI
- https://doi.org/10.48550/arxiv.2611.02848
- Primary Topic
- Direction-of-Arrival Estimation Techniques
- Type
- preprint