The Karhunen-Loève expansion of improper complex random signals with applications in detection

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 6, Issue , 2003, Pages 717-720

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

^a University of Colorado at Boulder   (United States)

^b Veterinary Dentistry and Oral Surgery   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATRIX ALGEBRA; RANDOM PROCESSES; WAVEFORM ANALYSIS;

RANDOM SIGNALS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 0141519259     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. B. Picinbono, P. Chevalier, "Widely Linear Estimation with Complex Data," IEEE Trans. Signal Processing, vol. 43, no. 8, pp. 2030-2033, Aug. 1995
2. P. J. Schreier, L. L. Scharf, "Second-Order Analysis of Improper Complex Random Vectors and Processes," accepted for publication, IEEE Trans. Signal Processing
3. P. J. Schreier, L. L. Scharf, "Stochastic Time-Frequency Analysis Using the Analytic Signal: Why the Complementary Distribution Matters," submitted to IEEE Trans. Signal Processing
4. P. J. Schreier, L. L. Scharf, C. T. Mullis, "Detection and Estimation of Non-Stationary Improper Complex Random Signals," submitted to IEEE Trans. Inform. Theory
5. E. J. Kelly, W. L. Root, "A Representation of Vector-Valued Random Processes," Group Rept. 55-21, MIT Lincoln Laboratory, April 1960