Statistical Resolution Limit for the Multidimensional Harmonic Retrieval Model: Hypothesis Test and Cramer-Rao Bound Approaches
Résumé
The Statistical Resolution Limit (SRL), which is defined as the minimal separation between parameters to allow a correct resolvability, is an important statistical tool to quantify the ultimate performance for parametric estimation problems. In this paper we generalize the concept of the SRL to the Multidimensional SRL (MSRL) applied to the multidimensional harmonic retrieval model. In this paper, we derive the SRL for the so-called multidimensional harmonic retrieval model by using a generalization of the previously introduced SRL concepts that we call Multidimensional SRL (MSRL). We first derive the MSRL using an hypothesis test approach. This statistical test is shown to be asymptotically an uniformly most powerful test which is the strongest optimality statement that one could expect to obtain. Second, we link the proposed asymptotic MSRL based on the hypothesis test approach to a new extension of the SRL based on the Cramér-Rao Bound approach. Thus, a closed-form expression of the asymptotic MSRL is given and analyzed in the framework of the multidimensional harmonic retrieval model. Particularly, it is proved that the optimal MSRL is obtained for equi-powered sources and/or an equi-distributed number of sensors on each multi-way array.
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