Covariance of finite-sample cumulants in array-processing

  • Authors:
  • T. Kaiser;J. M. Mendel

  • Affiliations:
  • -;-

  • Venue:
  • SPWHOS '97 Proceedings of the 1997 IEEE Signal Processing Workshop on Higher-Order Statistics (SPW-HOS '97)
  • Year:
  • 1997

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Abstract

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.