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