ASYMPTOTIC STATISTICS FOR A GENERALIZED FREQUENCY-WAVE-NUMBER ESTIMATOR

The estimation of the frequency-wavenumber spectrum from the output of a sensor array placed in a homogeneous random field is considered. A generalized estimator which includes the Bartlett and Minimum-Variance estimators is considered. Joint asymptotic normality of this frequency-wavenumber estimator is established; a precise asymptotic expression for the covariance matrix of the limiting distribution is obtained. It is also shown that the generalized estimator converges in the mean-square sense. Confidence intervals based on the asymptotic normality result are presented for two array configuration examples. © 1990 IEEE