Fisher information matrix of the coherently averaged covariance matrix
H.-S. Hung, M. Kaveh · IEEE Transactions on Signal Processing · 1991
Novel expressions are derived for the asymptotic Fisher information matrix which is used to investigate the degree of statistical sufficiency of the approximately coherently averaged covariance matrix in the coherent signal-subspace method. These results correct previous ones given by the authors (see Proc. ICASSP-87, Dallas, TX, Apr. 1987). The reasons for the previous erroneous results are discussed.>