Statistical Analysis of Phase-Only Correlation Functions Based on Directional Statistics

  • YAMAKI Shunsuke
    Research and Development Divisions, Cyberscience Center, Tohoku University
  • ABE Masahide
    Department of Electronic Engineering, Graduate School of Engineering, Tohoku University
  • KAWAMATA Masayuki
    Department of Electronic Engineering, Graduate School of Engineering, Tohoku University

Abstract

This paper proposes statistical analysis of phase-only correlation functions based on linear statistics and directional statistics. We derive the expectation and variance of the phase-only correlation functions assuming phase-spectrum differences of two input signals to be probability variables. We first assume linear probability distributions for the phase-spectrum differences. We next assume circular probability distributions for the phase-spectrum differences, considering phase-spectrum differences to be circular data. As a result, we can simply express the expectation and variance of phase-only correlation functions as linear and quadratic functions of circular variance of phase-spectrum differences, respectively.

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