A perturbative analysis for noisy spectral estimation

Abstract: Spectral estimation is a fundamental task in signal processing. Recent algorithms in quantum phase estimation are concerned with the large noise, large frequency regime of the spectral estimation problem. The recent work in Ding-Epperly-Lin-Zhang shows that the ESPRIT algorithm exhibits superconvergence behavior for the spike locations in terms of the maximum frequency. This note provides a perturbative analysis to explain this behavior. It also extends the discussion to the case where the noise grows with the sampling frequency.