DocumentCode
935831
Title
Simulation of Improper Complex-Valued Sequences
Author
Rubin-Delanchy, Patrick ; Walden, Andrew T.
Author_Institution
Imperial Coll. London, Imperial
Volume
55
Issue
11
fYear
2007
Firstpage
5517
Lastpage
5521
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2007.898752
Filename
4355331
Link To Document