7.8. Compute the MV spectral estimate of a random phase complex exponential process in white noise, defined by,

[ ]

[ ] has a variance of .

is a random variable uniformly distributed over , .

where :

[ ] [ ]

2 1

1 w

j jn w n x n A e e w n

σ

φ π π

φ θ

−

= +

Use Woodbury’s identity to find the required inverse of the autocorrelation matrix.