Performance breakdown of subspace-based methods: prediction and cure

The performance breakdown of subspace-based parameter estimation methods can be naturally related to a switch of vectors between the estimated signal and noise subspaces (a “subspace swap”). We derive a lower bound for the probability of such an occurrence and use it to obtain a simple data-based indicator of whether or not the probability of a performance breakdown is significant. We also present a conceptually simple technique to determine from the data whether or not a subspace swap has actually occurred, and to extend the range of SNR values or data samples in which a given subspace method produces accurate estimates