DocumentCode :
894688
Title :
Moments of complex Gaussian processes
Author :
Miller, K.S.
Volume :
56
Issue :
1
fYear :
1968
Firstpage :
83
Lastpage :
84
Abstract :
It is shown that the same formula used for calculating the moments of a real multivariate Gaussian process may be used to calculate the moments of a complex Gaussian process. This is a slight generalization of a result of Reed. The method of proof is simple, elegant, and self-contained.
Keywords :
Covariance matrix; Diodes; Equations; Gaussian processes; Information theory; Pulse circuits;
fLanguage :
English
Journal_Title :
Proceedings of the IEEE
Publisher :
ieee
ISSN :
0018-9219
Type :
jour
DOI :
10.1109/PROC.1968.6153
Filename :
1448083
Link To Document :
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