The ECME Algorithm Using Factor Analysis for DOA Estimation in Nonuniform Noise

Abstract: Maximum likelihood factor analysis has been used for direction of arrival estimation in unknown nonuniform noise and some iterative approaches have been developed. In particular, the Factor Analysis for Anisotropic Noise (FAAN) method proposed by Stoica and Babu has excellent convergence properties. In this letter, the Expectation/Conditional Maximization Either (ECME) algorithm, an extension of the expectation-maximization algorithm, is designed, which has almost the same computational complexity at each iteration as the FAAN method. However, numerical results show that the ECME algorithm yields faster stable convergence and is computationally more efficient.