Asymptotic moments of estimated cyclic correlation matrices

  • Authors:
  • S.V. Schell

  • Affiliations:
  • Dept. of Electr. Eng., Pennsylvania State Univ., University Park, PA

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1995

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Abstract

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