Statistical Signal Processing of Complex-Valued Data

The Theory of Improper and Noncircular Signals

By: Peter J. Schreier, Louis L. Scharf

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Hardcover | 4 February 2010

At a Glance

Hardcover
330 Pages

Dimensions(cm)
24.41 x 16.99 x 1.91

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Complex-valued random signals are embedded in the very fabric of science and engineering, yet the usual assumptions made about their statistical behavior are often a poor representation of the underlying physics. This book deals with improper and noncircular complex signals, which do not conform to classical assumptions, and it demonstrates how correct treatment of these signals can have significant payoffs. The book begins with detailed coverage of the fundamental theory and presents a variety of tools and algorithms for dealing with improper and noncircular signals. It provides a comprehensive account of the main applications, covering detection, estimation, and signal analysis of stationary, nonstationary, and cyclostationary processes. Providing a systematic development from the origin of complex signals to their probabilistic description makes the theory accessible to newcomers. This book is ideal for graduate students and researchers working with complex data in a range of research areas from communications to oceanography.

Industry Reviews

"This book must be in the personal library of everyone who deals with random complex variables." Guy Jumarie, Mathematical Reviews

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You Can Find This Book In

Non-Fiction Engineering & Technology Technology in General Electronics & Communications Engineering Communications Engineering & Telecommunications Electronics Engineering Mathematics

The origins and uses of complex signals
Introduction to complex random vectors and processes
Second-order description of complex random vectors
Correlation analysis
Estimation
Performance bounds for parameter estimation
Detection
Wide-sense stationary processes
Nonstationary processes
Cyclostationary processes
Rudiments of matrix analysis
Complex differential calculus (Wirtinger calculus)
Introduction to majorization
Table of Contents provided by Publisher. All Rights Reserved.

Statistical Signal Processing of Complex-Valued Data

The Theory of Improper and Noncircular Signals

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

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