I. Introduction
The noise statistics in a receiving system is important to determine its performance. The noise statistical information at the receiving ports of the sensor array is assumed to be known for implementation of optimal source localization methods [1]. In noise analysis of typical receiving arrays, it is often assumed that the port noises are statistically independent [2]–[4]. This implicit assumption is rarely satisfied due to mutual coupling and environmental noise. The effect of noise statistics mis-specification significantly degrades the performances of most high-resolution array processing algorithms [5], [6].