DocumentCode
1386853
Title
Second-order complex random vectors and normal distributions
Author
Picinbono, Bernard
Author_Institution
Lab. des Signaux et Syst., Gif-sur-Yvette, France
Volume
44
Issue
10
fYear
1996
fDate
10/1/1996 12:00:00 AM
Firstpage
2637
Lastpage
2640
Abstract
Complex random vectors are usually described by their covariance matrix. This is insufficient for a complete description of second-order statistics, and another matrix called the relation matrix is necessary. Some of its properties are analyzed and used to express the probability density function of normal complex vectors. Various consequences are presented
Keywords
covariance matrices; normal distribution; probability; random processes; signal processing; vectors; covariance matrix; normal complex vectors; normal distributions; probability density function; relation matrix; second-order complex random vectors; second-order statistics; Array signal processing; Covariance matrix; Gaussian distribution; Probability density function; Random variables; Spectral analysis; Statistical distributions; Statistics; Symmetric matrices; Vectors;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.539051
Filename
539051
Link To Document