Optimally Weighted MUSIC for Frequency Estimation

DOI10.1137/S0895479892230523zbMath0824.93056OpenAlexW2092718040MaRDI QIDQ4842566

Petre Stoica, Anders B. Eriksson, Torsten Söderström

Publication date: 9 November 1995

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479892230523

zbMATH Keywords

multiple signal classificationfrequency estimationoptimal weighting matrixspectral line

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Eigenvalue problems (93B60)

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