The breakdown point of signal subspace estimation

The breakdown point of signal subspace methods, which is the SNR below which the algorithm´s performance deteriorates dramatically, is intimately related to the breakdown point of PCA based signal subspace estimation. We shed new light on this breakdown point for a broad class of signal-plus-noise models, provide a transparent derivation that highlights its origin and verify the accuracy of the high-dimensional predictions with numerical simulations for a moderately sized system.