DocumentCode
1037512
Title
Asymptotic normality of some Hermitian forms with complex noisy data
Author
Brouaye, F.
Author_Institution
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
Volume
40
Issue
1
fYear
1994
fDate
1/1/1994 12:00:00 AM
Firstpage
236
Lastpage
239
Abstract
Hermitian forms with complex random data arise in some areas of physics when one studies the effect of the noise in some frequency interval. In this context, a central-limit theorem is proved for independent Gaussian variables in the complex plane. The non-Gaussian case is also studied and the same result holds provided that the fourth-order moments are bounded
Keywords
matrix algebra; numerical analysis; parameter estimation; random noise; signal processing; stochastic processes; Hermitian forms; bounded fourth-order moments; central-limit theorem; complex noisy data; complex random data arise; frequency interval; independent Gaussian variables; nonGaussian case; Covariance matrix; Frequency measurement; Length measurement; Network address translation; Phase noise; Physics; Random variables; Sampling methods; Signal analysis; Symmetric matrices;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.272489
Filename
272489
Link To Document