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An algorithm is presented for ESPRIT (estimation of signal parameters via rotational invariance techniques) direction of arrival estimation when the expected value of the covariance of the measurement noise is different from a constant multiple of an identity matrix. The algorithm is based on a modification of the generalized singular value decomposition (GSVD) of two data matrices and requires only unitary transformations. The modification results in a significant simplification of the GSVD-based ESPRIT algorithm and produces more accurate solutions than prewhitening.
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Haesun Park (1994) studied this question.
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