Technical Report 1999-012

Array Signal Processing with Incomplete Data

Erik G. Larsson and Petre Stoica

November 1999

This paper considers the problem of estimating the Direction-of-Arrival (DOA) of one or more signals using an array of sensors, where some of the sensors fail to work before the measurement is completed. Methods for estimating the array output covariance matrix are discussed. In particular, the Maximum-Likelihood estimate of this covariance matrix and its asymptotic accuracy are derived and discussed. Different covariance matrix estimates are used for DOA estimation together with the MUSIC algorithm and with a covariance matching technique. In contrast to MUSIC, the covariance matching technique can utilize information on the estimation accuracy of the array covariance matrix, and it is demonstrated that this yields a significant performance gain.

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