High SNR performance analysis of F-ESPRIT
Joakim Gunnarsson, Tomas McKelvey · 2005
A performance analysis of a recently derived method for harmonic retrieval is conducted. The algorithm, which is referred to as F-ESPRIT, has a frequency selective feature which enables the user to select data from frequency subbands in which the signal harmonics are known to reside. This way an efficient suppression of out-of-band disturbances is obtained without the need of explicit data prefiltering. A first order perturbation analysis is conducted, which results in a closed form expression of the mean square error of the parameter estimates. Monte Carlo simulations and the Cramer-Rao lower bound validate the derived expression empirically.