A new use of ESPRIT for detection and model order estimation

This work studies the distribution of the ESPRIT roots in the complex z plane. Real source roots are tightly clustered about their true values, while pseudoroots corresponding to overestimated nonexisting sources are distributed broadly with a phase angle bias away from the real source roots. The ESPRIT roots distributions can be coupled with Neyman-Pearson tests for detection/system model order estimation. A mathematical derivation of the asymptotic distribution of the pseudoroots is given.<>