Signal Subspace

1-D and ensemble signal subspace analysis with methods such as Esprit and RootMusic in Fortran, C, and Python

based in part upon the Spectral Analysis Lib public domain code

The core subspace code is written in Fortran 2008 and is called from other languages (Python, C). Since the programs are Fortran / Python based, they should compile and run in virtually any platform from embedded to supercomputer.

cmake -B build

cmake --build build

If Lapack is not available, it is built automatically.

In 2023-2024, F2PY and Numpy are going through a transition of build systems. CMake script build the f2py bindings are used to build the f2py targets that allow Python use of this library.

cmake -B build -Dpython=yes

cmake --build build

In the examples below, observe the frequency estimates printed along with their corresponding eigenvalues. A larger eigenvalue is increased confidence in that particular frequency estimate.

ESPRIT examples

All example use a noisy sinusoid. Some are "complex" using complex numbers, while others use real numbers.

There are two versions of the complex program, one a full accuracy using double complex numbers, and the other using single real numbers as input. The single real (4 bytes/number) runs about 4 times faster than the double complex (16 bytes/number) program.

build/f_esprit_cmpl

build/f_esprit_real

Call Fortran Esprit from C using real single precision float:

build/c_esprit

Call Fortran Esprit from C++ using real single precision float:

build/cpp_esprit

---

Plots comparing real vs. complex ESPRIT:

python BasicEspritExample.py