Title :
Simulation of Improper Complex-Valued Sequences
Author :
Rubin-Delanchy, Patrick ; Walden, Andrew T.
Author_Institution :
Imperial Coll. London, Imperial
Abstract :
An algorithm is proposed for the simulation of improper (noncircular) complex-valued second-order stationary stochastic processes having specified second-order properties. Three examples are given. Generated processes are shown to obey necessary distributional properties.
Keywords :
sequences; signal processing; stochastic processes; improper complex-valued sequences; second-order stationary stochastic processes; widely linear modelling; Associate members; Electromagnetic fields; Fourier transforms; Optical losses; Power engineering and energy; Quantum mechanics; Random processes; Signal processing algorithms; Stochastic processes; Sufficient conditions; Coherence; complex-valued processes; simulation; widely linear modelling;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2007.898752
