Improved subspace estimation for multivariate observations of high dimension: the deterministic signals case

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the eigenvectors of the sample correlation matrix are heavily biased with respect to the true ones. It has recently been suggested that this situation (where the sample size is small compared to the observation dimension) can be very accurately modeled by considering the asymptotic regime where the observation dimension $M$ and the number of snapshots $N$ converge to $+\infty$ at the same rate. Using large random matrix theory results, it can be shown that traditional subspace estimates are not consistent in this asymptotic regime. Furthermore, new consistent subspace estimate can be proposed, which outperform the standard subspace methods for realistic values of $M$ and $N$. The work carried out so far in this area has always been based on the assumption that the observations are random, independent and identically distributed in the time domain. The goal of this paper is to propose new consistent subspace estimators for the case where the source signals are modelled as unknown deterministic signals. In practice, this allows to use the proposed approach regardless of the statistical properties of the source signals. In order to construct the proposed estimators, new technical results concerning the almost sure location of the eigenvalues of sample covariance matrices of Information plus Noise complex Gaussian models are established. These results are believed to be of independent interest.Comment: New version with minor corrections. The present paper is an extended version of a paper (same title) to appear in IEEE Trans. on Information Theor

Performance analysis of an improved MUSIC DoA estimator

This paper adresses the statistical performance of subspace DoA estimation using a sensor array, in the asymptotic regime where the number of samples and sensors both converge to infinity at the same rate. Improved subspace DoA estimators were derived (termed as G-MUSIC) in previous works, and were shown to be consistent and asymptotically Gaussian distributed in the case where the number of sources and their DoA remain fixed. In this case, which models widely spaced DoA scenarios, it is proved in the present paper that the traditional MUSIC method also provides DoA consistent estimates having the same asymptotic variances as the G-MUSIC estimates. The case of DoA that are spaced of the order of a beamwidth, which models closely spaced sources, is also considered. It is shown that G-MUSIC estimates are still able to consistently separate the sources, while it is no longer the case for the MUSIC ones. The asymptotic variances of G-MUSIC estimates are also evaluated.Comment: Revised versio

Interpolating sequences for weighted Bergman spaces of the ball

Let $B_{\alpha}^{p}$ be the space of $f$ holomorphic in the unit ball of $\Bbb C^n$ such that $(1-|z|^2)^\alpha f(z) \in L^p$, where $0<p\leq\infty$, $\alpha\geq -1/p$ (weighted Bergman space). In this paper we study the interpolating sequences for various $B_{\alpha}^{p}$. The limiting cases $\alpha=-1/p$ and $p=\infty$ are respectively the Hardy spaces $H^p$ and $A^{-\alpha}$, the holomorphic functions with polynomial growth of order $\alpha$, which have generated particular interest. In \S 1 we first collect some definitions and well-known facts about weighted Bergman spaces and then introduce the natural interpolation problem, along with some basic properties. In \S 2 we describe in terms of $\alpha$ and $p$ the inclusions between $B_{\alpha}^{p}$ spaces, and in \S 3 we show that most of these inclusions also hold for the corresponding spaces of interpolating sequences. \S 4 is devoted to sufficient conditions for a sequence to be $B_{\alpha}^{p}$-interpolating, expressed in the same terms as the conditions given in previous works of Thomas for the Hardy spaces and Massaneda for $A^{-\alpha}$. In particular we show, under some restrictions on $\alpha$ and $p$, that finite unions of $B_{\alpha}^{p}$-interpolating sequences coincide with finite unions of separated sequences. In his article in Inventiones, Seip implicitly gives a characterization of interpolating sequences for all weighted Bergman spaces in the disk. We spell out the details for the reader's convenience in an appendix (\S 5)