Performance analysis of the MVDR spatial spectrum estimator

The performance of the minimum variance distortionless response spectrum estimator is analyzed. Finite data effects and the sensitivity of the method to random perturbations in the signal model and in the noise covariance matrix are studied. The snapshots are assumed to be complex independent identically distributed Gaussian vectors. An expression for the exact model asymptotic bias is also derived. Analytical expressions for the variance and the bias of the estimator are derived and compared with simulation results. These expressions are then employed to study the characteristics of the estimator. >

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