SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Asymptotic Normality of the Sample Covariances of Evanescent Fields in Noise

Author(s)

Mark Kliger	Electrical & Computer Engineering Dept., Ben-Gurion University of the Negev
Joseph M. Francos	Electrical & Computer Engineering Dept., Ben-Gurion University of the Negev

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Abstract

We consider the asymptotic properties of the sample covariance sequence of a field composed of the sum of evanescent components and a purely-indeterministic component. In this framework a Bartlett-type formula for the covariance function of the sample covariances of a horizontal evanescent field observed in the presence of a purely-indeterministic field, is derived. The asymptotic normality of the sample covariances is established.