THE MULTIVARIATE COMPLEX NORMAL-DISTRIBUTION - A GENERALIZATION

被引：120

作者：

VANDENBOS, A

机构：

[1] Department of Applied Physics, Delft University of Technology, 2600 GA Delft

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1995年 / 41卷 / 02期

关键词：

NORMAL DISTRIBUTION; COMPLEX DISTRIBUTIONS; COMPLEX STOCHASTIC VARIABLES;

D O I：

10.1109/18.370165

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The multivariate complex normal distribution usually employed in the literature is a special case since certain restrictions have been imposed on the covariances of the real and imaginary parts of its variables. A more general distribution is proposed of which the usual distribution is shown to be a special case.

引用

页码：537 / 539

页数：3