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Performance Analysis of the Total Least Squares ESPRIT Algorithm
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- Ottersten, Björn (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Viberg, Mats (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Kailath, Thomas (author)
- Stanford University, CA, USA
- (creator_code:org_t)
- Linköping : Linköping University, 1989
- English 42 s.
- Series: LiTH-ISY-I ; 987
- Reports (other academic/artistic)
Abstract
Subject headings
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- The asymptotic distribution of the estimation error for the total least squares (TLS) version of ESPRIT is derived. The application to a uniform linear array is treated in some detail, and a generalization of ESPRIT to include row weighting is discussed. The Cramer-Rao bound (CRB) for the ESPRIT problem formulation is derived and found to coincide with the asymptotic variance of the TLS ESPRIT estimates through numerical examples. A comparison of this method to least squares ESPRIT, MUSIC, and Root-MUSIC as well as to the CRB for a calibrated array is also presented. TLS ESPRIT is found to be competitive with the other methods, and the performance is close to the calibrated CRB for many cases of practical interest. For highly correlated signals, however, the performance deviates significantly from the calibrated CRB. Simulations are included to illustrate the applicability of the theoretical results to a finite number of data.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- Least squares approximations
- Parameter estimation
- Signal processing
Publication and Content Type
- vet (subject category)
- rap (subject category)
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