MUSIC for Multidimensional Spectral Estimation: Stability and Super-Resolution

DOI10.1109/TSP.2015.2463255zbMATH Open1395.94138arXiv1511.02727OpenAlexW1933350325MaRDI QIDQ4580947FDOQ4580947

Authors: Wenjing Liao 

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: This paper presents a performance analysis of the MUltiple SIgnal Classification (MUSIC) algorithm applied on $D$ dimensional single-snapshot spectral estimation while $s$ true frequencies are located on the continuum of a bounded domain. Inspired by the matrix pencil form, we construct a D-fold Hankel matrix from the measurements and exploit its Vandermonde decomposition in the noiseless case. MUSIC amounts to identifying a noise subspace, evaluating a noise-space correlation function, and localizing frequencies by searching the $s$ smallest local minima of the noise-space correlation function. In the noiseless case, $(2s{)}^D$ measurements guarantee an exact reconstruction by MUSIC as the noise-space correlation function vanishes exactly at true frequencies. When noise exists, we provide an explicit estimate on the perturbation of the noise-space correlation function in terms of noise level, dimension $D$, the minimum separation among frequencies, the maximum and minimum amplitudes while frequencies are separated by two Rayleigh Length (RL) at each direction. As a by-product the maximum and minimum non-zero singular values of the multidimensional Vandermonde matrix whose nodes are on the unit sphere are estimated under a gap condition of the nodes. Under the 2-RL separation condition, if noise is i.i.d. gaussian, we show that perturbation of the noise-space correlation function decays like $$ as the sample size $$ increases. When the separation among frequencies drops below 2 RL, our numerical experiments show that the noise tolerance of MUSIC obeys a power law with the minimum separation of frequencies.

Full work available at URL: https://arxiv.org/abs/1511.02727

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Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (17)

• Space Time MUSIC: Consistent Signal Subspace Estimation for Wideband Sensor Arrays
• Stable super-resolution limit and smallest singular value of restricted Fourier matrices
• High-selectivity filter banks for spectral analysis of music signals
• A multivariate generalization of Prony's method
• Multivariate Vandermonde matrices with separated nodes on the unit circle are stable
• A mathematical theory of computational resolution limit in multi-dimensional spaces ^*
• A note on spike localization for line spectrum estimation
• A Factorization Method for Multifrequency Inverse Source Problems with Sparse Far Field Measurements
• On the Performance of MUSIC With Toeplitz Rectification in the Context of Large Arrays
• MUSIC for single-snapshot spectral estimation: stability and super-resolution
• Super-resolution of positive sources on an arbitrarily fine grid
• Prony's method under an almost sharp multivariate Ingham inequality
• Improved resolution estimate for the two-dimensional super-resolution and a new algorithm for direction of arrival estimation with uniform rectangular array
• Prony's method on the sphere
• Improved estimates for condition numbers of radial basis function interpolation matrices
• Robust multifrequency imaging with MUSIC
• A multifrequency MUSIC algorithm for locating small inhomogeneities in inverse scattering

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