Statistics for complex variables and signals .2. Signals

In this paper, we study the higher-order statistics of complex stationary signals. In a first part, we define precisely the multicorrelations and multispectra of complex signals. Different properties of these tools are put in evidence for certain classes of signals, such as analytic, band limited or circular signals. We show for example that band limited complex signals are circular up to a certain order. We then give the definition for the practical case of discrete time and discrete frequency processes. Finally, some extension of linear filtering relations are provided.