Asymptotic normality of the sample covariances of evanescent fields in noise

Mark Kliger, Joseph M. Francos

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

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.

Original languageEnglish
Title of host publication2005 IEEE/SP 13th Workshop on Statistical Signal Processing - Book of Abstracts
Pages579-583
Number of pages5
StatePublished - 1 Dec 2005
Event2005 IEEE/SP 13th Workshop on Statistical Signal Processing - Bordeaux, France
Duration: 17 Jul 200520 Jul 2005

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings
Volume2005

Conference

Conference2005 IEEE/SP 13th Workshop on Statistical Signal Processing
Country/TerritoryFrance
CityBordeaux
Period17/07/0520/07/05

Keywords

  • Asymptotic normality
  • Homogeneous random fields
  • Sample covariance

ASJC Scopus subject areas

  • Signal Processing

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