Simulation of Improper Complex-Valued Sequences

Authors:
P. Rubin-Delanchy;A.T. Walden
Affiliations:
Imperial Coll. London, Imperial;-
Venue:
IEEE Transactions on Signal Processing
Year:
2007

Citing 0
Cited 4

Widely linear estimation algorithms for second-order stationary signals

IEEE Transactions on Signal Processing
A statistical analysis of morse wavelet coherence

IEEE Transactions on Signal Processing
A statistical study of temporally smoothed wavelet coherence

IEEE Transactions on Signal Processing
Widely linear prediction for transfer function models based on the infinite past

Computational Statistics & Data Analysis

Quantified Score

Hi-index	35.69

Visualization

Abstract

An algorithm is proposed for the simulation of improper (noncircular) complex-valued second-order stationary stochastic processes having specified second-order properties. Three examples are given. Generated processes are shown to obey necessary distributional properties.