Statistical Analysis of Phase-Only Correlation Functions Based on Directional Statistics

This paper proposes statistical analysis of phase-only correlation functions based on linear statistics and directional statistics. We derive the expectation and variance of the phase-only correlation functions assuming phase-spectrum differences of two input signals to be probability variables. We first assume linear probability distributions for the phasespectrum differences. We next assume circular probability distributions for the phase-spectrum differences, considering phase-spectrum differences to be circular data. As a result, we can simply express the expectation and variance of phase-only correlation functions as linear and quadratic functions of circular variance of phase-spectrum differences, respectively. key words: phase-only correlation functions, directional statistics, circular probability distributions, mean direction, circular variance, von-Mises distribution