The following example shows two different possible suggestions.

I have used the siunitx
package in order to align the numbers with respect to the decimal separator. In order to make the table narrower so that in fits into the textwidth, I have either split the column headings into multiple lines or introduced abbreviations that are described underneath the table. I have also removed all vertical lines and included a variant with less horizontal lines but some additional white space.
\documentclass{IEEEtran}
\usepackage{array}
\usepackage{siunitx}
\usepackage{booktabs}
\usepackage{makecell}
\usepackage{etoolbox}% <-- for bold fonts
\newcommand{\ubold}{\fontseries{b}\selectfont}% <-- for bold fonts
\robustify\ubold% <-- for bold fonts
\begin{document}
\begin{table*}[htbp]
\centering
\caption{Caption}
\begin{tabular}{c
*3{
r@{}
S[table-format=3.1]@{,~}
S[table-format=2.1]
@{}l
S[table-format=1.2]
S[table-format=1.3]
}
}
\toprule
& \multicolumn{6}{c}{d=0.0005} & \multicolumn{6}{c}{d=0.001} & \multicolumn{6}{c}{d=0.002} \\
\cmidrule(r){2-7} \cmidrule(lr){8-13} \cmidrule(l){14-19}
{SNR} & \multicolumn{4}{c}{\makecell[cc]{Estimated\\ Direction}} & {\makecell[cc]{Adjusted\\ Angular\\ Distance}} & {\makecell[cc]{Mean Adjusted\\ Angular\\ Distance}} & \multicolumn{4}{c}{\makecell[cc]{Estimated\\ Direction}} & {\makecell[cc]{Adjusted\\ Angular\\ Distance}} & {\makecell[cc]{Mean Adjusted\\ Angular\\ Distance}} & \multicolumn{4}{c}{\makecell[cc]{Estimated\\ Direction}} & {\makecell[cc]{Adjusted\\ Angular\\ Distance}} & {\makecell[cc]{Mean Adjusted\\ Angular\\ Distance}} \\
\midrule
30 & (&48.6 & 46.8&) & 3.83 & 3.715 & (&48.6& 45&) & 3.6& 3.6 & (&48.6& 46.8&) & 3.83 & 2.55 \\
& (&138.6& 45.0&) & 3.6 & 3.715 & (&138.6& 45&) & 3.6 & 3.6 & (&135& 43.2&) & 1.27 & 2.55 \\
\midrule
20 & (&48.5 & 45&) & 3.5 & 4.515 & (&48.6 & 41.4&) & 4.45 & 5.185 & (&48.6 & 41.4&) & 4.45 & 5.875 \\
& (&140.4 & 46.8&) & 5.53 & 4.515 & (&140.4 & 48.6&) & 5.92 & 5.185 & (&142.2 & 46.8&) & 7.30 & 5.875 \\
\midrule
10 & (&46.8 & 46.8&) & 2.22 & 4.9 & (&46.8 & 46.8&) & 2.22 & 4.76 & (&48.6 & 48.6&) & 4.45 & 4.99 \\
& (&142.2 & 41.4&) & 7.58 & 4.9 & (&142.2 & 43.2&) & 7.30 & 4.76 & (&140.4 & 43.2&) & 5.53 & 4.99 \\
\bottomrule
\end{tabular}%
\label{tab:2nerve}%
\end{table*}%
\begin{table*}[htbp]
\centering
\caption{Caption}
\begin{tabular}{c
*3{
r@{}
S[detect-weight,table-format=3.1]@{,~}
S[detect-weight,table-format=2.1]
@{}l
S[table-format=1.2]
S[table-format=1.3]
}
}
\toprule
& \multicolumn{6}{c}{d=0.0005} & \multicolumn{6}{c}{d=0.001} & \multicolumn{6}{c}{d=0.002} \\
\cmidrule(r){2-7} \cmidrule(lr){8-13} \cmidrule(l){14-19}
{SNR} & \multicolumn{4}{c}{ED} & {AAD} & {Mean AAD} & \multicolumn{4}{c}{ED} & {AAD} & {Mean AAD} &\multicolumn{4}{c}{ED} & {AAD} & {Mean AAD} \\
\midrule
30 & (&48.6 & 46.8&) & 3.83 & 3.715 & (&48.6& 45&) & 3.6& 3.6 & (&48.6& 46.8&) & 3.83 & 2.55 \\
& (&138.6& 45.0&) & 3.6 & 3.715 & (&138.6& 45&) & 3.6 & 3.6 & (&135& 43.2&) & 1.27 & 2.55 \\[3pt]
20 & (&48.5 & 45&) & 3.5 & 4.515 & (&48.6 & 41.4&) & 4.45 & 5.185 & (&48.6 & 41.4&) & 4.45 & 5.875 \\
& (&140.4 & 46.8&) & 5.53 & 4.515 & (&140.4 & 48.6&) & 5.92 & 5.185 & (&142.2 & 46.8&) & 7.30 & 5.875 \\[3pt]
10 & (& \ubold 46.8 &\ubold 46.8&) & 2.22 & 4.9 & (& \ubold 46.8 & \ubold 46.8&) & 2.22 & 4.76 & (& \ubold 48.6 & \ubold 48.6&) & 4.45 & 4.99 \\
& (& \ubold 142.2 & \ubold 41.4&) & 7.58 & 4.9 & (& \ubold 142.2 & \ubold 43.2&) & 7.30 & 4.76 & (& \ubold 140.4 & \ubold 43.2&) & 5.53 & 4.99 \\
\midrule
\multicolumn{19}{l}{ED = Estimated Direction,\quad AAD = Adjusted Angular Distance}\\
\bottomrule
\end{tabular}%
\label{tab:2nerve}%
\end{table*}%
\end{document}
As requested in the columns, here is an excerpt of the second table without all the 'Mean AAD' columns.
The code contains annotations (<------
) and short descriptions of the differences compared to the above MWE.

\documentclass{IEEEtran}
\usepackage{array}
\usepackage{siunitx}
\usepackage{booktabs}
\usepackage{etoolbox}% <-- for bold fonts
\newcommand{\ubold}{\fontseries{b}\selectfont}% <-- for bold fonts
\robustify\ubold% <-- for bold fonts
\begin{document}
\begin{table*}[htbp]
\centering
\caption{Caption}
\begin{tabular}{c
*3{
r@{}
S[detect-weight,table-format=3.1]@{,~}
S[detect-weight,table-format=2.1]
@{}l
S[table-format=1.2]
%%%S[table-format=1.3] % <---- Mean AAD columns
}
}
\toprule
& \multicolumn{5}{c}{d=0.0005} & \multicolumn{5}{c}{d=0.001} & \multicolumn{5}{c}{d=0.002} \\ %<------------ Changed from {6} to {5}
\cmidrule(r){2-6} \cmidrule(lr){7-11} \cmidrule(l){12-16} %<------- Changed from {2-7} to {2-6} ...
{SNR} & \multicolumn{4}{c}{ED} & {AAD} & \multicolumn{4}{c}{ED} & {AAD} &\multicolumn{4}{c}{ED} & {AAD} \\ %<------ Removed {Mean AAD}
\midrule
30 & (&48.6 & 46.8&) & 3.83 & (&48.6& 45&) & 3.6 & (&48.6& 46.8&) & 3.83 \\ % <---------- Removed corresponding values
& (&138.6& 45.0&) & 3.6 & (&138.6& 45&) & 3.6 & (&135& 43.2&) & 1.27 \\[3pt] % <---------- Removed corresponding values
\midrule
\multicolumn{16}{l}{ED = Estimated Direction,\quad AAD = Adjusted Angular Distance}\\ %<------------ Changed from {6} to {5}
\bottomrule
\end{tabular}%
\label{tab:2nerve}%
\end{table*}%
\end{document}