Asymptotic moments of estimated cyclic correlation matrices

The first and second moments of the cyclic cross-correlogram matrix of two vector-valued cyclostationary processes are derived in this paper. These results generalize those of Hurd (1989) to accommodate incommensurate cycle frequencies and complex vector-valued discrete-time nonGaussian processes. As an example application of the results, the moments of the left singular vectors of the cyclic cross-correlogram matrix are derived, which are needed in the performance analysis of subspace-fitting methods of direction-of-arrival estimation for cyclostationary signals, including even those methods that do not exploit cyclostationarity but are often applied in practice to cyclostationary signals