@article{70141736dc4b469ca0ac942316337cf0,
title = "On the second-order statistics of the eigenvectors of sample covariance matrices",
abstract = "Eigenvectors of sample covariance matrices are used in a variety of statistical signal processing problems. The second-order statistics of these eigenvectors are needed to compute the variance of estimates based on these eigenvectors. Formulas for the second-order statistics of the eigenvectors have been derived in the statistical literature and are widely used. In this correspondence, we point out a discrepancy between the statistics observed in numerical simulations and the theoretical formulas, due to the nonuniqueness of the definition of eigenvectors. We present two ways to resolve this discrepancy. The first involves modifying the theoretical formulas to match the computational results. The second involved a simple modification of the computations to make them match existing formulas.",
author = "B. Friedlander and Weiss, {A. J.}",
note = "Funding Information: Manuscript received November 5, 1997; revised March 26, 1998. This work was supported by the United States Army Research Office under Contract DAAL03-91-C-0022, sponsored by U.S. Army Communications Electronics Command, Center for Signals Warfare. The associate editor coordinating the review of this paper and approving it for publication was Prof. James A. Bucklew.",
year = "1998",
month = nov,
doi = "10.1109/78.726832",
language = "אנגלית",
volume = "46",
pages = "3136--3139",
journal = "IEEE Transactions on Signal Processing",
issn = "1053-587X",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "11",
}