Simplified Calculation of a Covariance Given by Levin

An expression valid for large values of a signal-to-noise ratio is obtained for the covariance of a particular least squares estimate. The quantity estimated is a vector ? embodying the direction and speed of a plane wave impinging upon an array of sensors. The method used for calculation differs from that suggested by Levin [1], is thought to be more straightforward, and yields the same results.