A sharp analysis of Root-MUSIC: locations of correct and extraneous roots

Abstract

Root-MUSIC is a spectral estimation algorithm that approximates the unknown signal frequencies by constructing a high-degree polynomial and finding a subset of roots which are closest to the complex unit circle. Previous works found asymptotic expectation formulas for the performance of Root-MUSIC under the implicit assumption that the aforementioned root selection criterion does not select extraneous roots -- those which are unrelated to the correct parameters. This paper removes the need for this assumption by showing all extraneous roots lie outside an annulus of a certain thickness and therefore are not selected by the algorithm. This paper also provides sharp, non-asymptotic, and explicit error bounds for the correct roots in terms of fundamental model parameters. All results hold under a natural separation condition on the correct signal frequencies and are applicable in both the single- and multi-snapshot models. More specifically, in the multi-snapshot model, we prove that Root-MUSIC estimates the frequencies with error at most $O(σ/(m \sqrt n))$, where $σ^2$ is the noise variance, $m$ is the number of sensors, and $n$ is the number of snapshots. A novelty of this non-asymptotic bound is the explicit $1/m$ decay, which indicates that there is a significant advantage in utilizing additional sensors. Numerical simulations confirm our theory. The main mathematical insight of this paper is a geometric property of the Root-MUSIC polynomial: its correct roots are highly stable to noise while its extraneous roots must lie outside of an annulus.