of the Fisher information matrix, we cannot ignore parameters that we are not interested in. Thevector
θ
must include
all
parameters in the model for
v
.
2.1 CRB for DOA Estimation
As shown in Fig. 1, the model under consideration is a number of signals impinging at the array,corrupted by white noise. We will derive the CRB for a single signal corrupted by noise (
M
= 1).The data model is therefore
x
=
α
s
(
φ
) +
n
,
(4)where
s
(
φ
) represents the steering vector of the signal whose direction (
φ
) we are attempting toestimate. The noise vector
n
is zeromean Gaussian with covariance
σ
2
I
. Note that, even thoughwe are not interested in the amplitude, there are
two
unknown parameters,
α
and
φ
. Here
α
and
φ
are modelled as an unknown, but deterministic, constants, i.e., E
{
x
}
=
α
s
(
φ
). In CRBliterature,
α
would be considered a nuisance parameter, which must be accounted for because it isunknown. Finally,
α
itself represents two unknowns, its real and imaginary parts, or equivalentlyits magnitude and phase. Let
α
=
ae
jb
. Therefore,
θ
= [
a, b, φ
]
T
. In our case,
v
(
θ
) =
α
s
(
φ
)
,
(5)
f
X
(
x
/
θ
) =
Ce
−
(
x
−
v
)
H
R
−
1
(
x
−
v
)
,
(6)where
R
=
σ
2
I
and
C
is a normalization constant.
⇒
ln
f
X
(
x
/
θ
) = ln
C
−
(
x
−
v
)
H
(
x
−
v
)
σ
2
(7)= ln
C
+
−
x
H
x
+
v
H
x
+
x
H
v
−
v
H
v
σ
2
,
(8)= ln
C
+
−
x
H
x
+
α
∗
s
H
(
φ
)
x
+
α
x
H
s
(
φ
)
−
α

2
s
H
(
φ
)
s
(
φ
)
σ
2
.
(9)Note that the ﬁrst two terms in this ﬁnal equation are constant with respect to the parameters
θ
i
.Since we are interested in taking derivatives of this expression, we can ignore these terms. Focusingon the important terms and writing the result in terms of the parameters
θ
= [
a, b, φ
]
T
,
g
(
θ
) =1
σ
2
ae
−
jb
s
H
(
φ
)
x
+
ae
jb
x
H
s
(
φ
)
−
a
2
s
H
(
φ
)
s
(
φ
)
.
(10)Also,
J
= E
∂
2
g∂a
2
∂
2
g∂a∂b∂
2
g∂a∂φ∂
2
g∂b∂a∂
2
g∂b
2
∂
2
g∂b∂φ∂
2
g∂φ∂a∂
2
g∂φ∂b∂
2
g∂φ
2
.
(11)3