DocumentCode :
1191084
Title :
Finite sample and modelling error effects on ESPRIT and MUSIC direction estimators
Author :
Kangas, A. ; Stoica, P. ; Söderström, T.
Author_Institution :
Syst. & Control Group, Uppsala Univ., Sweden
Volume :
141
Issue :
5
fYear :
1994
fDate :
10/1/1994 12:00:00 AM
Firstpage :
249
Lastpage :
255
Abstract :
The large-sample mean square error (MSE) of MUSIC and ESPRIT direction-of-arrival (DOA) estimators under fairly general conditions is analysed. First, an expression for the MSE of ESPRIT is derived, in a manner similar to a previous analysis of MUSIC. The essential assumption made to evaluate the variance of the estimates is that the snapshots are i.i.d. complex Gaussian vectors. This assumption includes almost any kind of deterministic error in the array manifold or noise covariance as special cases. Next, small random errors in the model of the array manifold are examined to derive the variance of both ESPRIT and MUSIC. Under this assumption the DOA´s bias is zero (to within a first-order approximation) and the variance is composed of two terms: one describes the effect of processing a finite (yet large) sample; the other is caused by modelling errors. The results are illustrated by means of numerical examples using different modelling errors
Keywords :
array signal processing; error analysis; parameter estimation; random processes; ESPRIT; IID complex Gaussian vectors; MSE; MUSIC; array manifold; deterministic error; direction estimators; direction-of-arrival estimators; finite sample errors; first-order approximation; mean square error; modelling errors; noise covariance; random errors; variance;
fLanguage :
English
Journal_Title :
Radar, Sonar and Navigation, IEE Proceedings -
Publisher :
iet
ISSN :
1350-2395
Type :
jour
DOI :
10.1049/ip-rsn:19941295
Filename :
329854
Link To Document :
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