Statistical analysis of phase-only correlation functions between two signals with stochastic bivariate phase-spectra

摘要

This paper proposes statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra. We derive the expectation and variance of the phase-only correlation functions assuming phase-spectra of two input signals to be bivariate probability variables. As a result, we give expressions for the expectation and variance of phase-only correlation functions in terms of joint characteristic functions of the bivariate probability density function of the phase-spectra.