Rational invariant subspace approximations with applications

Includes bibliographical references.Subspace methods such as MUSIC, Minimum Norm, and ESPRIT have gained considerable attention due to their superior performance in sinusoidal and direction-of-arrival (DOA) estimation, but they are also known to be of high computational cost. In this paper, new fast algorithms for approximating signal and noise subspaces and that do not require exact eigendecomposition are presented. These algorithms approximate the required subspace using rational and power-like methods applied to the direct data or the sample covariance matrix. Several ESPRIT- as well as MUSIC-type methods are developed based on these approximations. A substantial computational saving can be gained comparing with those associated with the eigendecomposition-based methods. These methods are demonstrated to have performance comparable to that of MUSIC yet will require fewer computation to obtain the signal subspace matrix