Title :
Asymptotic normality of the sample convariances of evanescent fields in noise
Author :
Kliger, Mark ; Francos, Joseph M.
Author_Institution :
Electr. & Comput. Eng. Dept., Ben-Gurion Univ., Beer Sheva
Abstract :
We consider the asymptotic properties of the sample covariance sequence of a field composed of the sum of evanescent components and a purely-indeterministic component. In this framework a Bartlett-type formula for the covariance function of the sample covariances of a horizontal evanescent field observed in the presence of a purely-indeterministic field, is derived. The asymptotic normality of the sample covariances is established
Keywords :
covariance analysis; sequences; signal sampling; Bartlett-type formula; asymptotic property; evanescent component; purely-indeterministic component; sample covariance sequence; Autocorrelation; Colored noise; Frequency estimation; Lattices;
Conference_Titel :
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location :
Novosibirsk
Print_ISBN :
0-7803-9403-8
DOI :
10.1109/SSP.2005.1628661
