The Multivariate Complex Normal Distribution—A Generalization

IEEE Transactions on Information Theory

Volumn 41, Issue 2, 1995, Pages 537-539

  van den Bos, A ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

complex distributions; complex stochastic variables; Normal distribution

Indexed keywords

LARGE SCALE SYSTEMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; NUMERICAL METHODS; RANDOM PROCESSES; STATISTICAL METHODS; STATISTICS; VECTORS;

COMPLEX DISTRIBUTION; COMPLEX STOCHASTIC VARIABLES; COVARIANCES; NORMAL DISTRIBUTION;

INFORMATION THEORY;

EID: 0029274575     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.370165     Document Type: Article

References (6)

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2. K. S. Miller, “Complex Gaussian processes,” SIAM Rev., vol. 11, pp. 544–567, 1969.
3. S. Haykin, Adaptive Filter Theory, 2nd ed. Englewood Cliffs, NJ: Prentice-Hall, 1991.
4. K. S. Miller, Complex Stochastic Processes. Reading, MA: Addisun-Wesley, 1974.
5. N. R. Goodman, “Statistical analysis based on a certain multivariate complex Gaussian distribution (An introduction),” Annuls Math. Statisl., vol. 34, pp. 152–177, 1963.
6. R. A. Horn and C. R. Johnson, Matrix Analysis. Cambridge, UK: Cambridge Univ. Press, 1992.