The invention provides a self-adaptive beam forming 
algorithm based on nested array and 
covariance matrix reconstruction. The 
algorithm comprises the steps of S1, calculating a sample 
covariance matrix of a received 
signal; S2, uniformly dividing the whole space angle into N angle grids, and calculating a 
Capon power spectrum of the received 
signal at each angle of the angle grids; S3, carrying out spectral peak search on the 
Capon power spectrum to obtain direction-of-arrival 
estimation and power 
estimation of each 
signal source; S4, reconstructing an interference and 
noise covariance matrixof the received signal; S5, carrying out vectorization on the reconstructed interference and 
noise covariance matrix, and carrying out redundancy 
elimination and vector rearrangement to obtain a received 
data vector of a differential joint array; S6, obtaining a new 
sample space smoothing matrix by utilizing a spatial 
smoothing method; and S7, obtaining a beam forming weighted vector through the new 
sample space smoothing matrix and direction-of-arrival 
estimation of a desired signal. According to the method, the convergence speed of the 
sample space smoothing matrix is increased through the 
covariance matrix reconstruction, so that the better performance can be achieved by only requiring fewer snapshots.