By Topic

On Entropy Rate for the Complex Domain and Its Application to i.i.d. Sampling

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

5 Author(s)
Wei Xiong ; Dept. of Comput. Sci. & Electr. Eng., Univ. of Maryland, Baltimore, MD, USA ; Hualiang Li ; Adali, T. ; Yi-Ou Li
more authors

We derive the entropy rate formula for a complex Gaussian random process by using a widely linear model. The resulting expression is general and applicable to both circular and noncircular Gaussian processes, since any second-order stationary process can be modeled as the output of a widely linear system driven by a circular white noise. Furthermore, we demonstrate application of the derived formula to an order selection problem. We extend a scheme for independent and identically distributed (i.i.d.) sampling to the complex domain to improve the estimation performance of information-theoretic criteria when samples are correlated. We show the effectiveness of the approach for order selection for simulated and actual functional magnetic resonance imaging (fMRI) data that are inherently complex valued.

Published in:

Signal Processing, IEEE Transactions on  (Volume:58 ,  Issue: 4 )