Statistical analysis of Capon-Bartlett 2-D cross spectrum

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

An exact joint probability density function (PDF) (not approximate as in [4]) is provided for the Capon power spectral estimate and the average output power of any other deterministic filter when based on the same data sample covariance matrix. The cross coherence/cosine (correlation coefficient) between the two filter weights determines the extent of statistical dependence. An exact PDF for a sample covariance based (SCB) estimate of this cross coherence is derived allowing complete point-level statistical characterization of the 2-D Capon-Bartlett cross spectrum introduced in [4]. The exact bias and variance are computed for the cross spectrum showing asymptotic consistency and inviting a natural recursive refinement for reducing bias.

Original languageEnglish (US)
Title of host publication2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings
Pages2634-2637
Number of pages4
DOIs
StatePublished - Nov 8 2010
Externally publishedYes
Event2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Dallas, TX, United States
Duration: Mar 14 2010Mar 19 2010

Other

Other2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010
CountryUnited States
CityDallas, TX
Period3/14/103/19/10

Fingerprint

Probability density function
Statistical methods
Covariance matrix

Keywords

  • Adaptive
  • Bartlett
  • Beamforming
  • Capon
  • Conventional
  • Cross-spectra
  • MVDR
  • Pdf
  • Resolution
  • Sample coherence
  • Sample correlation coefficient
  • SINR loss
  • Two-dimensional

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Richmond, C. (2010). Statistical analysis of Capon-Bartlett 2-D cross spectrum. In 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings (pp. 2634-2637). [5496258] https://doi.org/10.1109/ICASSP.2010.5496258

Statistical analysis of Capon-Bartlett 2-D cross spectrum. / Richmond, Christ.

2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings. 2010. p. 2634-2637 5496258.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Richmond, C 2010, Statistical analysis of Capon-Bartlett 2-D cross spectrum. in 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings., 5496258, pp. 2634-2637, 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010, Dallas, TX, United States, 3/14/10. https://doi.org/10.1109/ICASSP.2010.5496258
Richmond C. Statistical analysis of Capon-Bartlett 2-D cross spectrum. In 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings. 2010. p. 2634-2637. 5496258 https://doi.org/10.1109/ICASSP.2010.5496258
Richmond, Christ. / Statistical analysis of Capon-Bartlett 2-D cross spectrum. 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings. 2010. pp. 2634-2637
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