Second-order statistical analysis of totally weighted subspace fitting methods

We analyze the effects of a limited number of snapshots on a general class of multidimensional signal subspace estimation methods, termed totally weighted subspace fitting (TWSF) methods. This class is an extension of the weighted subspace fitting technique that includes row weighting and column weighting of the signal subspace matrix. We quantify the asymptotic statistical properties of the TWSF method by means of a second-order statistical analysis. The main contribution of this article is that it provides, for the first time, the estimator bias. Some simulation results are included to validate our analytical results