The multivariate complex normal distribution-a generalization

Authors:
A. van den Bos
Affiliations:
Dept. of Appl. Phys., Delft Univ. of Technol.
Venue:
IEEE Transactions on Information Theory
Year:
2006

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Abstract

The multivariate complex normal distribution usually employed in the literature is a special case since certain restrictions have been imposed on the covariances of the real and imaginary parts of its variables. A more general distribution is proposed of which the usual distribution is shown to be a special case