This work in this Section is due to Nuttall [50].
The second-order statistics of correlated
Gaussian random variables (RVs) constitute an important set of statistics.
Examples include the ACF estimates
of a correlated Gaussian process or the magnitude-squared
output samples of a linear filter.
Applications exist in SONAR and RADAR detection and estimation problems.
Examples include both cyclic and non-cyclic
ACF estimates of dependent Gaussian noise samples.
Subsections
