Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/802763
- The degree of impropriety (noncircularity) of complex random vectors
Schreier, Peter J.
- The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
- A complex random vector is called improper (noncircular) if it is correlated with its complex conjugate. We consider measures for the degree of impropriety that are invariant under linear transformation. These measures are functions of the canonical correlations between the vector and its complex conjugate, which have been termed the circularity coeficients. However, we show that these circularity coeficients do not tell the whole story: Two random vectors with identical covariance matrix and identical circularity coeficients can still behave differently in second-order estimation and detection.
- 2008 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings of the 2008 IEEE International Conference on Acoustics, Speech, and Signal Processing (Las Vegas, NV 31 March - 4 April, 2008) p. 3909-3912
- Publisher Link
- Institute of Electrical and Electronics Engineers (IEEE)
improper complex random vector;
strong uncorrelating transform;
- Resource Type
- conference paper