The first and second moments of the cyclic cross-correlogram matrix of
two vector-valued cyclostationary processes are derived in this paper
. These results generalize those of Hurd to accommodate incommensurate
cycle frequencies and complex vector-value discrete-time nonGaussian
processes. As an example application of the results, the moments of th
e left singular vectors of the cyclic cross-correlogram matrix are der
ived, which are needed in the performance analysis of subspace-fitting
methods of direction-of-arrival estimation for cyclostationary signal
s, including even those methods that do not exploit cyclostationarity
but are often applied in practice to cyclostationary signals.