@inproceedings{36ff00695af04b0cb05a21aacd0f6f4f,
title = "Statistical analysis of Capon-Bartlett 2-D cross spectrum",
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.",
keywords = "Adaptive, Bartlett, Beamforming, Capon, Conventional, Cross-spectra, MVDR, Pdf, Resolution, SINR loss, Sample coherence, Sample correlation coefficient, Two-dimensional",
author = "Richmond, {Christ D.}",
year = "2010",
month = nov,
day = "8",
doi = "10.1109/ICASSP.2010.5496258",
language = "English (US)",
isbn = "9781424442966",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
pages = "2634--2637",
booktitle = "2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings",
note = "2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 ; Conference date: 14-03-2010 Through 19-03-2010",
}