2ND-ORDER PROPERTIES OF MUSIC AND ESPRIT ESTIMATES OF SINUSOIDAL FREQUENCIES IN HIGH SNR SCENARIOS

被引：17
|
作者：
ERIKSSON, A [1 ]
STOICA, P [1 ]
SODERSTROM, T [1 ]
机构：
[1] INST POLYTECH GH GHEORGHIU DEJ,DEPT AUTOMAT CONTROL,R-77206 BUCHAREST,ROMANIA
来源：
IEE PROCEEDINGS-F RADAR AND SIGNAL PROCESSING | 1993年 / 140卷 / 04期
关键词：
SINUSOIDAL FREQUENCIES; SIGNAL-TO-NOISE RATIO; FREQUENCY ESTIMATION;
D O I：
10.1049/ip-f-2.1993.0037
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
Expressions are presented for the variance of the MUSIC and ESPRIT estimates of sinusoidal frequencies, for situations when the signal-to-noise ratio (SNR) is high and the number of data is limited. The high SNR variance expressions are compared to the large sample variance expressions presented by Stoica and Soderstrom. The high SNR variance expressions are also valid for reasonable values of the SNR, and should be regarded as a complement to the large sample variance expressions. The theoretical results are supported by Monte Carlo simulations.
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页码：266 / 272
页数：7
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