Covariance of finite-sample cumulants in array-processing

Author

Kaiser, Thomas ; Mendel, Jerry M.

Author_Institution

Dept. of Commun. Eng., Gerhard-Mercator-Univ., Duisburg, Germany

fYear

1997

fDate

21-23 Jul 1997

Firstpage

306

Lastpage

310

Abstract

In this paper we provide explicit formulas for the covariances of second-third-, and fourth-order sample cumulants as used in narrowband array processing. These covariances provide a basis for analysing the performance of cumulant based algorithms for finite-sample length, which is in contrast to usual asymptotic performance analyses. The use of these formulas, which consist of several thousand terms, will be demonstrated, and a rough idea of their applicability to a performance analysis for finite numbers of samples will be given

Keywords

array signal processing; covariance analysis; higher order statistics; signal sampling; asymptotic performance analyses; covariance; cumulant based algorithms; finite-sample cumulants; finite-sample length; fourth-order sample cumulants; narrowband array processing; performance; second-order sample cumulants; third-order sample cumulants; Array signal processing; Covariance matrix; Gaussian noise; Higher order statistics; Narrowband; Navigation; Performance analysis; Sensor arrays; Signal processing algorithms; Statistical analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Higher-Order Statistics, 1997., Proceedings of the IEEE Signal Processing Workshop on

Conference_Location

Banff, Alta.

Print_ISBN

0-8186-8005-9

Type

conf

DOI

10.1109/HOST.1997.613536

Filename

613536