2ND-ORDER STATISTICAL-ANALYSIS OF TOTALLY WEIGHTED SUBSPACE FITTING METHODS

In this correspondence, we analyze the effects of a limited number of snapshots on a general class of multidimensional signal subspace estim ation methods, termed totally weighted subspace fitting (TWSF) methods . This class is an extension of the weighted subspace fitting techniqu e that includes row weighting and column weighting of the signal subsp ace matrix. We quantify the asymptotic statistical properties of the T WSF method by means of a second-order statistical analysis. The main c ontribution of this correspondence is that it provides, for the first time, the estimator bias. Some simulation results are included to vali date our analytical results.