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Asymptotic statistics for a generalized frequency-wavenumber estimator
The estimation of the frequency-wavenumber spectrum form the output of a sensor array placed in a homogeneous random field is considered. A generalized estimator which includes the Bartlett and minimum-variance estimators is used. Joint asymptotic normality of this frequency-wavenumber estimator is...
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Published in: | IEEE transactions on acoustics, speech, and signal processing speech, and signal processing, 1990-05, Vol.38 (5), p.804-813 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | The estimation of the frequency-wavenumber spectrum form the output of a sensor array placed in a homogeneous random field is considered. A generalized estimator which includes the Bartlett and minimum-variance estimators is used. Joint asymptotic normality of this frequency-wavenumber estimator is established; a precise asymptotic expression for the covariance matrix of the limiting distribution is obtained. It is shown that the generalized estimator converges in the mean-square sense. Confidence intervals based on the asymptotic normality results are presented for two array configuration examples.< > |
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ISSN: | 0096-3518 |
DOI: | 10.1109/29.56026 |