Statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions

Shunsuke Yamaki; Ryo Suzuki; Makoto Yoshizawa

doi:10.1587/transfun.2018EAP1206

Statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions

Shunsuke Yamaki, Ryo Suzuki, Makoto Yoshizawa

Research and Development Divisions

Research output: Contribution to journal › Article › peer-review

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	https://doi.org/10.1587/transfun.2018EAP1206
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

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10.1587/transfun.2018EAP1206

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Statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions. / Yamaki, Shunsuke; Suzuki, Ryo; Yoshizawa, Makoto.

In: IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, Vol. E103A, No. 2, 01.01.2020, p. 478-485.

Research output: Contribution to journal › Article › peer-review

Yamaki, S, Suzuki, R & Yoshizawa, M 2020, 'Statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions', IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, vol. E103A, no. 2, pp. 478-485. https://doi.org/10.1587/transfun.2018EAP1206

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