DocumentCode
1894225
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
fYear
2005
fDate
17-20 July 2005
Firstpage
579
Lastpage
584
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location
Novosibirsk
Print_ISBN
0-7803-9403-8
Type
conf
DOI
10.1109/SSP.2005.1628661
Filename
1628661
Link To Document