ASYMPTOTIC MOMENTS OF ESTIMATED CYCLIC CORRELATION-MATRICES

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.