A Large-dimensional Analysis of ESPRIT DoA Estimation: Inconsistency and a Correction via RMT

Abstract: In this paper, we perform asymptotic analyses of the widely used ESPRIT direction-of-arrival (DoA) estimator for large arrays, where the array size $N$ and the number of snapshots $T$ grow to infinity at the same pace. In this large-dimensional regime, the sample covariance matrix (SCM) is known to be a poor eigenspectral estimator of the population covariance. We show that the classical ESPRIT algorithm, that relies on the SCM, and as a consequence of the large-dimensional inconsistency of the SCM, produces inconsistent DoA estimates as $N,T \to \infty$ with $N/T \to c \in (0,\infty)$, for both widely- and closely-spaced DoAs. Leveraging tools from random matrix theory (RMT), we propose an improved G-ESPRIT method and prove its consistency in the same large-dimensional setting. From a technical perspective, we derive a novel bound on the eigenvalue differences between two potentially non-Hermitian random matrices, which may be of independent interest. Numerical simulations are provided to corroborate our theoretical findings.