Asymptotical analysis of MUSIC and ESPRIT frequency estimates

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 4, Issue , 1993, Pages 556-559

  Eriksson, Anders ^a   Stoica, Petre ^a   Söderström, Torsten ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

COVARIANCE MATRIX; INTELLIGENT SYSTEMS; SIGNAL TO NOISE RATIO;

DATA SAMPLE; FREQUENCY ESTIMATES; HIGH SIGNAL-TO-NOISE RATIO; HIGH SNR; LARGE SAMPLE ANALYSIS; MONTE CARLO'S SIMULATION; NUMBER OF DATUM; SAMPLE COVARIANCE MATRIX;

MONTE CARLO METHODS;

EID: 73449095856     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1993.319718     Document Type: Conference Paper

References (6)

1. A. Eriksson, P. Stoica, and T. Soderstrom, “Second-order properties of MUSIC and ESPRIT estimates of sinusoidal frequencies in high SNR scenarios”, To appear in IEE Proceedings, Part F.
2. P. H. Janssen and P. Stoica, “On the expectation of the product of four matrix-valued Gaussian random variables”, IEEE Pansactions on Automatic Control, vol AC-33, no 9, pp 867-870, September 1988.
3. R. Roy and T. Kailath, “ESPRIT-estimation of signal parameters via rotational invariance techniques”, IEEE Pansactions on Acoustics, Speech, and Signal Processing, vol ASSP-37, no 7, pp 984-995, July 1989.
4. R. O . Schmidt, “Multiple emitter location and signal parameter estimation”, In Proc. RADC, Spectral Estimation Workshop,pp 243-258, Rome, NY, 1979.
5. P. Stoica and T. Soderstrom, “Statistical analysis of MUSIC and subspace rotation estimates of sinusoidal frequencies”, IEEE Transactions on Signal Processing, vol SP-39, no 8, pp 1836-1847, August 1991.
6. P. Tichavsky, “High-SNR asymptotics for signal-subspace methods in sinusoidal frequency estimation”, Submitted to IEEE Transactions on Signal Processing.