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IEEE TRANSACTIONS ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING,
VOL.
ASSP-24, NO.
4,
AUGUST
1976
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Aug.
1974.
The Generalized Correlation Met
r
of
Time
Abstruct-A
maximum likelihood (ML) estimator is developed for
determining time delay between signals received at
two
spatially sepa-
rated sensors in the presence of uncorrelated noise. This ML estimator
can be realized
as
a pair of receiver prefilters followed by a cross
correlator. The time argument at which the correlator achieves a
maximum is the delay estimate. The ML estimator
is
compared with
several other proposed processors of similar form. Under certain con-
ditions the
ML
estimator is shown
to
be identical
to
one proposed by
Hannan and Thomson
[
101
and MacDonald and Schultheiss
[
2
11
.
Qualitatively, the role
of
the prefiiters is
to
accentuate the signal
passed
to
the correlator at frequencies for which the signal-to-noise
(S/N) ratio is highest and, simultaneously,
to
suppress the noise power.
The same type of prefiitering is provided by the generalized Eckart
fiiter, which maximizes the
S/N
ratio of the conelator output.
For
low
S/N
ratio, the ML estimator is shown
to
be equivalent
to
Eckart
prefiltering.
A
INTRODUCTION
SIGNAL emanating from a remote source and moni-
tored in the presence of noise at two spatially sepa-
rated sensors can be mathematically modeled as
Xl(t>
=
Sl(t)
+n1(t)
(1
a)
x2
(t)
=
as
1
(t
+
0)
+
nz
(t),
(1b)
where
sl(t),
nl(t),
and
nz(t)
are real, jointly stationary ran-
dom processes. Signal
sl(t)
is assumed to be uncorrelated with
noise
n
(t)
and
nz
(t).
There are many applications in which
it
is of interest to esti-
mate the delay
D.
This paper proposes a maximum likelihood
(ML) estimator and compares it with other similar techniques.
While the model of the physical phenomena’ presumes sta-
tionarity, the techniques to be developed herein are usually
employed in slowly varying environments where the character-
Manuscript received July 24, 1975; revised November 21, 1975 and
C.
H.
Knapp is with the Department
of
Electrical Engineering and
G.
C. Carter is with the Naval Underwater Systems Center, New
February 23,1976.
Computer Science, University
of
Connecticut, Storrs,
CT
06268.
London Laboratory, New London, CT 06320.
istics of the signal and noise remain stationary only for finite
observation time
T.
Further, the delay
D
and attenuation
a
may also change slowly. The estimator is, therefore, con-
strained to operate on observations of a finite duration.
Another important consideration
in
estimator design is the
available amount of
a
priori
knowledge of the signal and
noise statistics.
In
many problems, this information is negli-
gible. For example, in passive detection, unlike the usual
communications problems, the source spectrum is unknown
or only known approximately.
One common method of determining the time delayD and,
hence, the arrival angle relative to the sensor axis
[l]
is to
compute the cross correlation function
where
E
denotes expectation. The argument
7
that maxi-
mizes
(2)
provides an estimate of delay. Because of the finite
observation time, however,
RxIx,(7)
can only be estimated.
For example, for ergodic processes
(2,
p.
3271
,
an estimate
of the cross correlation is given by
where
T
represents the observation inter@. In order to im-
prove the accuracy of the delay estimate
D,
it is desirable to
prefdter
xl(t)
and
xz(t)
prior to the integration in
(3).
As
shown
in
Fig.
1,
xi
may be fdtered through
Hi
to yieldyi for
i
=
1,
2.
The resultant
yi
are multiplied, integrated, and
squared for a range of time shifts,
T,
until the peak is obtained.
The time shift causing the peak
is
an estimate of the true
d,elay
D.
When the fdters
HI
(f)
=
If2
(f)
=
1,
Vf,
the estimate
D
is simply the abscissa value at which the cross-correlation
function peaks. This paper provides for a generalized correla-
tion through the introduction of the fdters
H1
(f)
and
Hz
(f)
which, when properly selected, facilitate the estimation of
delay.
The cross correlation between
xl(t)
and
xZ(t)
is related to