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

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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 languageEnglish
Pages (from-to)478-485
Number of pages8
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE103A
Issue number2
DOIs
Publication statusPublished - 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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