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Performance Analysis of the Total Least Squares ESPRIT Algorithm
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Stanford University, USA.
1991 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 39, no 5, 1122-1135 p.Article in journal (Refereed) Published
Abstract [en]

The asymptotic distribution of the estimation error for the total least squares (TLS) version of ESPRIT is derived. The application to a uniform linear array is treated in some detail, and a generalization of ESPRIT to include row weighting is discussed. The Cramer-Rao bound (CRB) for the ESPRIT problem formulation is derived and found to coincide with the asymptotic variance of the TLS ESPRIT estimates through numerical examples. A comparison of this method to least squares ESPRIT, MUSIC, and Root-MUSIC as well as to the CRB for a calibrated array is also presented. TLS ESPRIT is found to be competitive with the other methods, and the performance is close to the calibrated CRB for many cases of practical interest. For highly correlated signals, however, the performance deviates significantly from the calibrated CRB. Simulations are included to illustrate the applicability of the theoretical results to a finite number of data.

Place, publisher, year, edition, pages
1991. Vol. 39, no 5, 1122-1135 p.
Keyword [en]
Least squares approximations, Parameter estimation, Signal processing
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56384DOI: 10.1109/78.80967OAI: oai:DiVA.org:liu-56384DiVA: diva2:318457
Available from: 2010-05-07 Created: 2010-05-07 Last updated: 2017-12-12

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