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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao IEEE Signal Processi...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
IEEE Signal Processing Letters
Article . 2006 . Peer-reviewed
License: IEEE Copyright
Data sources: Crossref
DBLP
Article . 2023
Data sources: DBLP
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A generalized likelihood ratio test for impropriety of complex signals

Authors: Peter J. Schreier; Louis L. Scharf; Alfred Hanssen;

A generalized likelihood ratio test for impropriety of complex signals

Abstract

A complex random vector is called improper if it is correlated with its complex conjugate. We present a hypothesis test for impropriety based on a generalized likelihood ratio (GLR). This GLR is invariant to linear transformations on the data, including rotation and scaling, because propriety is preserved by linear transformations. More specifically, we show that the GLR is a function of the squared canonical correlations between the data and their complex conjugate. These canonical correlations make up a complete, or maximal, set of invariants for the Hermitian and complementary covariance matrices under linear, but not widely linear, transformation

Country
Australia
Keywords

rotational invariance, statistical test, improper complex random vector, generalized likelihood ratio (GLR)

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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
62
Top 10%
Top 10%
Top 10%
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