ON THE STATISTICAL SUFFICIENCY OF THE COHERENTLY AVERAGED COVARIANCE MATRIX FOR THE ESTIMATION OF THE PARAMETERS OF WIDEBAND SOURCES.

H. Hung, Mostafa Kaveh

Research output: Contribution to journalConference article

29 Scopus citations

Abstract

The authors investigate the degree of sufficiency of the approximately coherently averaged covariance matrix by means of a relative efficiency measure, termed the relative information index (RII), for the estimation of the parameters of multiple wideband sources. First, they prove that all the narrowband sample covariance matrices are minimal suffcient under the asymptotic normality condition of the raw data samples. The asymptotic distribution and its associated first- and second-order statistics of the approximately coherently averaged covariance matrix are derived. The Fisher's Information matrices of the statistic and the raw data are the evaluated for the computation of the RIIs.

Original languageEnglish (US)
Pages (from-to)33-36
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
StatePublished - Jan 1 1987

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