The aim of this communication is to study the differences and similarities between the classic and cyclic correlation matrices of the data snapshots sensed by an array. We will focus our study in the comparison of the eigenvalues decomposition for each matrix. Special attention will be paid on topics like rank and nature of eigenvectors and eigenvalues. Other aspects involved in the estimation of both matrices, such as number of data snapshots required and sensitivity to deviations of the cyclic parameter will be also treated. Finally, we will carry out simulations in order to confirm the previously obtained theoretical results.

Peer Reviewed