On the Cramer-Rao bound for direction finding of correlated signals

Anthony J. Weiss, Benjamin Friedlander

Research output: Contribution to journalArticlepeer-review


In this correspondence we present compact closed form formulas for the Fisher information matrix (FIM) corresponding to the joint estimation of the directions of arrival (DOA's), the signal covariance matrix, and the noise variance. Using these formulas we investigate the effect of signal correlation on the achievable accuracy of direction finding systems in a correlated signal environment. As expected, estimation accuracy decreases with increasing correlation magnitude. We observe that under certain conditions (small aperture and high correlation magnitude), the correlation phase has a strong effect on DOA estimation accuracy.

Original languageEnglish
Pages (from-to)495-499
Number of pages5
JournalIEEE Transactions on Signal Processing
Issue number1
StatePublished - 1993
Externally publishedYes


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