A generalization of weighted subspace fitting to full-rank models

• The idea of subspace fitting provides a popular framework for different applications of parameter estimation and system identification. Previously, some algorithms have been suggested based on similar ideas, for a sensor array processing problem where the underlying data model is not low rank. We show that two of these algorithms (DSPE and DISPARE) fail to give consistent estimates and introduce a general class of subspace fitting-like algorithms for consistent estimation of parameters from a possibly full-rank data model. The asymptotic performance is analyzed, and an optimally weighted algorithm is derived. The result gives a lower bound on the estimation performance for any estimator based on a low-rank approximation of the linear space spanned by the sample data. We show that in general, for full-rank data models, no subspace-based method can reach the Cramer-Rao lower bound (CRB)

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Nyckelord

array signal processing

eigenvalues and eigenfunctions

nonlinear estimation

parameter estimation

performance analysis

scattering parameters

statistical analysis

direction-of-arrival

distributed sources

angular spread

array

signals

performance

estimators

amplitude

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