Second-order analysis of improper complex random vectors and processes

DOI10.1109/TSP.2002.808085MaRDI QIDQ5353756zbMATH OpenFDO

Authors Peter J. Schreier, Louis L. Scharf

Publication date 8 September 2017

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

Full work available at URL https://doi.org/10.1109/TSP.2002.808085

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Modulation and demodulation in information and communication theory (94A14)

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Cited in

(18)

• On Wiener filtering of certain locally stationary stochastic processes
• Long memory estimation for complex-valued time series
• Convergence analysis of an augmented algorithm for fully complex-valued neural networks
• An augmented CRTRL for complex-valued recurrent neural networks
• Asymptotic distribution of circularity coefficients estimate of complex random variables
• An augmented affine projection algorithm for the filtering of noncircular complex signals
• Complex principal component analysis: theory and geometrical aspects
• Data-driven smooth tests and a diagnostic tool for lack-of-fit for circular data
• Tracking analysis of augmented complex least mean square algorithm
• Rotary components, random ellipses and polarization: a statistical perspective
• An Augmented Extended Kalman Filter Algorithm for Complex-Valued Recurrent Neural Networks
• Computationally efficient estimators for sequential and resolution-limited inverse problems
• Locally stationary harmonizable complex improper stochastic processes
• Extension of second moment analysis to vector-valued and matrix-valued functions
• On the Unraveling of Open Quantum Dynamics
• Developments of complex principal component analysis for an exploratory study of Pacific winds and El Niño Southern Oscillation
• Complex-valued time series models and their relations to directional statistics
• Sampling theorems for Doppler-stretched wide-band signals

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