Fisher Information Matrix of the Coherently Averaged Covariance Matrix

Hsien Sen Hung; M. Kaveh

doi:10.1109/78.136553

Fisher Information Matrix of the Coherently Averaged Covariance Matrix

Hsien Sen Hung
, M. Kaveh

Electrical and Computer Engineering

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

6 Scopus citations

Abstract

New expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by Hung and Kaveh.

Original language	English (US)
Pages (from-to)	1433-1435
Number of pages	3
Journal	IEEE Transactions on Signal Processing
Volume	39
Issue number	6
DOIs	https://doi.org/10.1109/78.136553
State	Published - Jun 1991

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title = "Fisher Information Matrix of the Coherently Averaged Covariance Matrix",

abstract = "New expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by Hung and Kaveh.",

author = "Hung, \{Hsien Sen\} and M. Kaveh",

year = "1991",

month = jun,

doi = "10.1109/78.136553",

language = "English (US)",

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T1 - Fisher Information Matrix of the Coherently Averaged Covariance Matrix

AU - Hung, Hsien Sen

AU - Kaveh, M.

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N2 - New expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by Hung and Kaveh.

AB - New expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by Hung and Kaveh.

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DO - 10.1109/78.136553

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AN - SCOPUS:0026172415

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JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

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Fisher Information Matrix of the Coherently Averaged Covariance Matrix

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