Statistical Analysis of Phase-Only Correlation Functions Between Two Signals with Stochastic Phase-Spectra Following Bivariate Circular Probability Distributions

Abstract

This paper proposes statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions based on directional statistics. We give general expressions for the expectation and variance of phase-only correlation functions in terms of joint characteristic functions of the bivariate circular probability density function. In particular, if we assume bivariate wrapped distributions for the phase-spectra, we obtain exactly the same results between in case of a bivariate linear distribution and its corresponding bivariate wrapped distribution.