Abstract
This paper proposes statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions based on directional statistics. We give general expressions for the expectation and variance of phase-only correlation functions in terms of joint characteristic functions of the bivariate circular probability density function. In particular, if we assume bivariate wrapped distributions for the phase-spectra, we obtain exactly the same results between in case of a bivariate linear distribution and its corresponding bivariate wrapped distribution.
| Original language | English |
|---|---|
| Pages (from-to) | 478-485 |
| Number of pages | 8 |
| Journal | IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences |
| Volume | E103A |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2020 Jan 1 |
Keywords
- Bivariate probability distributions
- Circular probability distributions
- Directional statistics
- Phase-only correlation functions
- Wrapped distributions
ASJC Scopus subject areas
- Signal Processing
- Computer Graphics and Computer-Aided Design
- Electrical and Electronic Engineering
- Applied Mathematics