Near optimal frequency/Angle of arrival estimates based on maximum entropy spectral techniques

The problem of estimating the parameters of sinusoids corrupted by additive noise arises both in time series analysis and array processing. The performance of a certain type of maximum entropy spectral estimator based on a modified covariance method of linear prediction has been studied analytically in the high signal-to-noise region. The peak positions in the spectral estimate have been shown to provide low bias estimates which approach the Cramer-Rao bound on variance. The frequency/ angle of arrival estimates obtained in such a manner can be used to form nearly efficient estimates of the component amplitudes by a linear least squares fit.