IEEE Transactions on Signal Processing · 1996 · 81 citations · 13 references
ComputingComputer ScienceAlgorithmsInformation TheoryTime Series AnalysisAcoustic LocalizationAlgorithm AnalysisDigital Signal ProcessingEstimation TheoryMonte Carlo MethodsMonte Carlo SimulationAsymptotic AnalysisAsymptotic NormalityAsymptotic PropertiesDirection-of-arrival EstimationEsprit AlgorithmMusic AlgorithmRelative Performance Analysis
In this paper, we present an asymptotic performance analysis of three subspace-based methods for direction of arrival (DOA) estimation-the ESPRIT algorithm using second order statistics, the higher order ESPRIT algorithm using fourth-order cumulants, and the virtual ESPRIT (VESPA) algorithm using fourth-order cumulants. We examine the least-squares version of these algorithms, derive the expressions for the asymptotic variance of the estimated DOAs, and use specific examples to compare the relative performance of the algorithms. Finally, we present Monte Carlo simulations to validate the theoretical analysis.
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The algebraic eigenvalue problem
V.V. Voyevodin · USSR Computational Mathematics and Mathematical Physics · 1966 · 2.1K citations