On the second-order statistics of the EVD of sample covariance matrices-application to the detection of noncircular Or/and nonGaussian components

IEEE Transactions on Signal Processing

Volumn 59, Issue 8, 2011, Pages 4017-4023

  Delmas, Jean Pierre ^a   Meurisse, Yann ^a  

^a TELECOM SUDPARIS   (France)

Author keywords

Asymptotic performance analysis; eigenvalue; eigenvalue decomposition (EVD); eigenvector; minimum description length (MDL); non Gaussian; noncircular; rectilinear sources; sample covariance matrix; source detection

Indexed keywords

ASYMPTOTIC ANALYSIS; COVARIANCE MATRIX; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC);

ASYMPTOTIC PERFORMANCE ANALYSIS; EIGEN-VALUE; EIGENVALUE DECOMPOSITION; MINIMUM DESCRIPTION LENGTH; NON-CIRCULAR; NON-GAUSSIAN; SAMPLE COVARIANCE MATRIX; SOURCE DETECTION;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 79960404358     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2145375     Document Type: Article

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