Second-order analysis of improper complex random vectors and processes

IEEE Transactions on Signal Processing

Volumn 51, Issue 3, 2003, Pages 714-725

  Schreier, Peter J ^a   Scharf, Louis L ^b  

^a UCB 450   (United States)

^b Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

Canonical coordinates; Improper complex random vectors; Principal components; Rank reduction; Widely linear transformations; Wiener filters

Indexed keywords

CORRELATION METHODS; EIGENVALUES AND EIGENFUNCTIONS; RANDOM PROCESSES; VECTORS;

WIENER FILTERS;

SIGNAL PROCESSING;

EID: 0037333301     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2002.808085     Document Type: Article

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