N. Yuen et B. Friedlander, ASYMPTOTIC PERFORMANCE ANALYSIS OF ESPRIT, HIGHER-ORDER ESPRIT, AND VIRTUAL ESPRIT ALGORITHMS, IEEE transactions on signal processing, 44(10), 1996, pp. 2537-2550
In this paper, we present an asymptotic performance analysis of three
subspace-based methods for direction of arrival (DOA) estimation-the E
SPRIT algorithm using second-order statistics, the higher order ESPRIT
algorithm using fourth-order cumulants, and the virtual ESPRTT (VESPA
) algorithm using fourth-order cumulants, We examine the least-squares
version of these algorithms, derive the expressions for the asymptoti
c variance of the estimated DOA's, and use specific examples to compar
e the relative performance of the algorithms, Finally, we present Mont
e Carlo simulations to validate the theoretical analysis.