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Second-Order Complex Random Vectors and Normal Distributions

Abstract : Complex random vectors are usually described by their covariance matrix. This is insufficient for a complete description of second-order statistics, and another matrix called relation matrix is necessary. Some of its properties are analyzed and used to express the probability density function of normal complex vectors. Various consequences are presented. S
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Contributor : Bernard Picinbono <>
Submitted on : Sunday, March 18, 2018 - 11:59:45 AM
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  • HAL Id : hal-01736682, version 1

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Bernard Picinbono. Second-Order Complex Random Vectors and Normal Distributions. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 1996, 44, pp.2637 - 2640. ⟨hal-01736682⟩

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