Probability distributions for estimators of the frequency-wavenumber spectrum

Authors:

NGN.R. Goodman
N.R. Goodman

1 January 1970

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 58 (10) , 1785-1786
DOI:10.1109/proc.1970.8014

Abstract

An exact derivation, subject to certain assumptions, is given for the probability distribution of the conventional and high-resolution estimators for the frequency-wavenumber power spectrum. These results are compared with those derived previously using approximations recommended by Blackman and Tukey.

Keywords

FREQUENCY ESTIMATION
PROBABILITY DISTRIBUTION
COVARIANCE MATRIX
RANDOM VARIABLES
PROBABILITY DENSITY FUNCTION
GAUSSIAN DISTRIBUTION
FOURIER TRANSFORMS
SENSOR PHENOMENA AND CHARACTERIZATION
MULTIDIMENSIONAL SYSTEMS
RANDOM PROCESSES

This publication has 2 references indexed in Scilit:

High-resolution frequency-wavenumber spectrum analysis
Proceedings of the IEEE, 1969
Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
The Annals of Mathematical Statistics, 1963