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ESPRIT: a generalized algorithm for MATLAB

A function implementing a generalized signal pole estimation algorithm called ESPRIT.

The orginal ESPRIT method can be found in ROY, Richard et KAILATH, Thomas. ESPRIT-estimation of signal parameters via rotational invariance techniques. IEEE Transactions on acoustics, speech, and signal processing, 1989, vol. 37, no 7, p. 984-995.

The theory of the present implementation can be found (in French) in the chapter IV of MARGERIT, Pierre. Caractérisation large bande du comportement dynamique linéaire des structures hétérogènes viscoélastiques anisotropes: application à la table d'harmonie du piano. 2018. Thèse de doctorat. Paris Est..

This ESPRIT algorithm implements:

  • Multidimensionnal signals (RD-ESPRIT)
  • Standard exp and Paired cos components
  • Least-Squares or Total Least-Squares regression (LS/TLS-ESPRIT)
  • Multiple Invariance or Multiple Resolution (MI-ESPRIT)
  • Signal order criterion: MDL, ESTER, SAMOS
  • Stabilization Diagrams
  • Signal subspace tracking
  • Signal decimation

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A generalized ESPRIT algorithm for MATLAB

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