Spectral statistics for complex colored discrete-time sequence
Dušan S. Zrnić · IEEE Transactions on Acoustics Speech and Signal Processing · 1980
Compact formulas for the joint probability distribution and the correlation between power spectral coefficients of a colored complex Gaussian signal are derived. Results are illustrated for a Gaussian signal spectrum immersed in white noise. It is demonstrated that strong spectral powers create tightly correlated weak spectrum coefficients through data window sidelobes.