Table 15 MUSIC algorithm

1. Find the autocorrelation matrix of the noisy observations (R _{y y} ) with the available size as shown in (57).

2. Using a given value of k or a method to determine k (such as MDL), separate the m − k smallest eigenvalues of R _{y y} and the corresponding eigenvectors (${\mathbf{v}}_{k+1},\dots ,{\mathbf{v}}_m$).

3. Use (58) to estimate the spectral content at frequency ω.