On Testing for Impropriety of Complex-Valued Gaussian Vectors

DOI10.1109/TSP.2008.2008970MaRDI QIDQ4571574zbMATH OpenFDO

Authors A. T. Walden, Patrick Rubin-Delanchy

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2008.2008970

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(6)

• Tests for circular symmetry of complex-valued random vectors
• ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
• The Complex Parameter Rao Test
• On Testing for Impropriety of Multivariate Complex-Valued Random Sequences
• Selected Areas in Cryptography
• On the asymptotic distribution of GLR for impropriety of complex signals

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