STATISTICAL-ANALYSIS OF MUSIC AND SUBSPACE ROTATION ESTIMATES OF SINUSOIDAL FREQUENCIES

被引：138

作者：

STOICA, P ^{[1
]}

SODERSTROM, T ^{[1
]}

机构：

[1] UNIV UPPSALA,DEPT TECHNOL,AUTOMAT CONTROL & SYST ANAL GRP,S-75103 UPPSALA,SWEDEN

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1991年 / 39卷 / 08期

关键词：

D O I：

10.1109/78.91154

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper is concerned with the analysis of the large-sample second-order properties of multiple signal classification (MUSIC) and subspace rotation (SUR) methods, such as ESPRIT, for sinusoidal frequency estimation. Explicit expressions for the covariance elements of the estimation errors associated with either method are first derived. These expressions of covariances are then used to analyze and compare the statistical performances of MUSIC and SUR estimation (SURE) methods. Both MUSIC and SURE are based on the eigendecomposition of a sample data covariance matrix. The expressions for the estimation error variances derived in this paper are also used to study the dependence of MUSIC and SURE performances on the dimension or the data covariance matrix employed.

引用

页码：1836 / 1847

页数：12

共 44 条

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STOICA, P ;

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[32] ASYMPTOTIC BIAS OF THE HIGH-ORDER AUTOREGRESSIVE ESTIMATES OF SINUSOIDAL FREQUENCIES [J].

STOICA, P ;

FRIEDLANDER, B ;

SODERSTROM, T .

CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 1987, 6 (03) :287-298

[33] ASYMPTOTIC PROPERTIES OF THE HIGH-ORDER YULE-WALKER ESTIMATES OF SINUSOIDAL FREQUENCIES [J].

STOICA, P ;

SODERSTROM, T ;

TI, FN .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (11) :1721-1734

[34] MAXIMUM-LIKELIHOOD ESTIMATION OF THE PARAMETERS OF MULTIPLE SINUSOIDS FROM NOISY MEASUREMENTS [J].

STOICA, P ;

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FRIEDLANDER, B ;

SODERSTROM, T .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (03) :378-392

[35] ON LINEAR PREDICTION MODELS CONSTRAINED TO HAVE UNIT-MODULUS POLES AND THEIR USE FOR SINUSOIDAL FREQUENCY ESTIMATION [J].

STOICA, P ;

NEHORAI, A .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1988, 36 (06) :940-942

[36] MUSIC, MAXIMUM-LIKELIHOOD, AND CRAMER-RAO BOUND [J].

STOICA, P ;

NEHORAI, A .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (05) :720-741

[37] HIGH-ORDER YULE-WALKER EQUATIONS FOR ESTIMATING SINUSOIDAL FREQUENCIES - THE COMPLETE SET OF SOLUTIONS [J].

STOICA, P ;

SODERSTROM, T .

SIGNAL PROCESSING, 1990, 20 (03) :257-263

[38] STATISTICAL-ANALYSIS OF 2 NONLINEAR LEAST-SQUARES ESTIMATORS OF SINE-WAVE PARAMETERS IN THE COLORED-NOISE CASE [J].

STOICA, P ;

NEHORAI, A .

CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 1989, 8 (01) :3-15

[39] MUSIC, MAXIMUM-LIKELIHOOD, AND CRAMER-RAO BOUND - FURTHER RESULTS AND COMPARISONS [J].

STOICA, P ;

NEHORAI, A .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (12) :2140-2150

[40] ON INSTRUMENTAL VARIABLE ESTIMATION OF SINUSOID FREQUENCIES AND THE PARSIMONY PRINCIPLE [J].

STOICA, P ;

FRIEDLANDER, B ;

SODERSTROM, T .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1986, 31 (08) :793-795

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