By Topic

Bounds on the Degree of Impropriety of Complex Random Vectors

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Schreier, P.J. ; Univ. of Newcastle, Newcastle

A complex random vector is called improper if it is correlated with its complex conjugate. We introduce a measure for the degree of impropriety, which is a function of the canonical correlations between the vector and its complex conjugate (sometimes called the circularity spectrum). This measure is invariant under linear transformation, and it relates the entropy of an improper Gaussian random vector to its corresponding proper version. For vectors with given spectrum, we present upper and lower bounds on the attainable degree of impropriety, in terms of the eigenvalues of the augmented covariance matrix.

Published in:

Signal Processing Letters, IEEE  (Volume:15 )