Abstract
In many cases, the maximum likelihood (ML) estimator is consistent and asymptotically normal with covariance equal to the inverse of the Fisher's information matrix. It does not follow, though, that the covariance of the ML estimator approaches the Cramer-Rao lower bound as the sample size increases. However, it is possible to draw such a conclusion for the adaptive array problem in which direction of arrival and signal magnitude are being estimated. Proofs of w-asymptotic efficiency, which comes with a convergence-of-moments condition, and strong consistency (almost-sure convergence) of the ML estimator are given. Strong consistency is also proved for a popular quasi-ML estimator.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
