This paper proposes statistical analysis of phase-only correlation functions with phase-spectrum differences following wrapped distributions. We first assume phase-spectrum differences between two signals to be random variables following a linear distribution. Next, based on directional statistics, we convert the linear distribution into a wrapped distribution by wrapping the linear distribution around the circumference of the unit circle. Finally, we derive general expressions of the expectation and variance of the POC functions with phase-spectrum differences following wrapped distributions. We obtain exactly the same expressions between a linear distribution and its corresponding wrapped distribution.

This paper proposes a closed form solution to L2-sensitivity minimization of second-order state-space digital filters. Restricting ourselves to the second-order case of state-space digital filters, we can express the L2-sensitivity by a simple linear combination of exponential functions and formulate the L2-sensitivity minimization problem by a simple polynomial equation. As a result, the L2-sensitivity minimization problem can be converted into a problem to find the solution to a fourth-degree polynomial equation of constant coefficients, which can be algebraically solved in closed form without iterative calculations.

This paper proposes closed form solutions to the L2-sensitivity minimization subject to L2-scaling constraints for second-order state-space digital filters with real poles. We consider two cases of second-order digital filters: distinct real poles and multiple real poles. The proposed approach reduces the constrained optimization problem to an unconstrained optimization problem by appropriate variable transformation. We can express the L2-sensitivity by a simple linear combination of exponential functions and formulate the L2-sensitivity minimization problem by a simple polynomial equation. As a result, L2-sensitivity is expressed in closed form, and its minimization subject to L2-scaling constraints is achieved without iterative calculations.

This paper proposes the statistical analysis of phase-only correlation functions between two real signals with phase-spectrum differences. For real signals, their phase-spectrum differences have odd-symmetry with respect to frequency indices. We assume phase-spectrum differences between two signals to be random variables. We next derive the expectation and variance of the POC functions considering the odd-symmetry of the phase-spectrum differences. As a result, the expectation and variance of the POC functions can be expressed by characteristic functions or trigonometric moments of the phase-spectrum differences. Furthermore, it is shown that the peak value of the POC function monotonically decreases and the sidelobe values monotonically increase as the variance of the phase-spectrum differences increases.

This paper proposes statistical analysis of phase-only correlation (POC) functions under the phase fluctuation of signals due to additive Gaussian noise. We derive probability density function of phase-spectrum differences between original signal and its noise-corrupted signal with additive Gaussian noise. Furthermore, we evaluate the expectation and variance of the POC functions between these two signals. As the variance of Gaussian noise increases, the expectation of the peak of the POC function monotonically decreases and variance of the POC function monotonically increases. These results mathematically guarantee the validity of the POC functions used for similarity measure in matching techniques.

This paper derives the balanced realizations of second-order analog filters directly from the transfer function. Second-order analog filters are categorized into the following three cases: complex conjugate poles, distinct real poles, and multiple real poles. For each case, simple formulas are derived for the synthesis of the balanced realizations of second-order analog filters. As a result, we obtain closed form expressions of the balanced realizations of second-order analog filters.

This letter proposes closed form solutions to the L2-sensitivity minimization of second-order state-space digital filters with real poles. We consider two cases of second-order digital filters: distinct real poles and multiple real poles. In case of second-order digital filters, we can express the L2-sensitivity of second-order digital filters by a simple linear combination of exponential functions and formulate the L2-sensitivity minimization problem by a simple polynomial equation. As a result, the minimum L2-sensitivity realizations can be synthesized by only solving a fourth-degree polynomial equation, which can be analytically solved.

This paper proposes statistical analysis of phase-only correlation functions between two signals with stochastic phase-spectra following bivariate circular probability distributions based on directional statistics. We give general expressions for the expectation and variance of phase-only correlation functions in terms of joint characteristic functions of the bivariate circular probability density function. In particular, if we assume bivariate wrapped distributions for the phase-spectra, we obtain exactly the same results between in case of a bivariate linear distribution and its corresponding bivariate wrapped distribution.

This paper proposes a closed form solution to L2-sensitivity minimization of second-order state-space digital filters subject to L2-scaling constraints. The proposed approach reduces the constrained optimization problem to an unconstrained optimization problem by appropriate variable transformation. Furthermore, restricting ourselves to the case of second-order state-space digital filters, we can express the L2-sensitivity by a simple linear combination of exponential functions and formulate the L2-sensitivity minimization problem by a simple polynomial equation. As a result, L2-sensitivity is expressed in closed form, and its minimization subject to L2-scaling constraints is achieved without iterative calculations.

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 phase-spectrum 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.

This letter proposes performance evaluation of phase-only correlation (POC) functions using signal-to-noise ratio (SNR) and peak-to-correlation energy (PCE). We derive the general expressions of SNR and PCE of the POC functions as correlation performance measures. SNR is expressed by simple fractional function of circular variance. PCE is simply given by squared peak value of the POC functions, and its expectation can be expressed in terms of circular variance.