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The statistical distribution of theS-matrix in the one-channel case

✍ Scribed by L�pez, G. ;Mello, P. A. ;Seligman, T. H.


Publisher
Springer
Year
1981
Tongue
English
Weight
217 KB
Volume
302
Category
Article
ISSN
1434-601X

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Eigenelement Statistics of Sample Covari
✍ Petre Stoica; Torsten Söderström 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 186 KB

This paper derives the asymptotic second-order moments of the distinct eigenvalues and the corresponding eigenvectors of a sample covariance matrix in the correlated snapshot case. The general moment formulas obtained herein encompass several previously published results as special cases. The formul