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- W2121484311 abstract "Non-stationary complex random signals are in general improper (not circularly symmetric), which means that their complementary covariance is non-zero. Since the Karhunen-Loeve expansion in its known form is only valid for proper processes, we derive the improper version of this expansion. It produces two sets of eigenvalues and an improper internal description. We use the Karhunen-Loeve expansion to solve the problem of detecting non-stationary improper complex random signals in additive white Gaussian noise. Using the deflection criterion we compare the performance of conventional processing, which ignores complementary covariances, with processing that takes these into account. The performance gain can be as great as a factor of 2." @default.
- W2121484311 created "2016-06-24" @default.
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- W2121484311 date "2004-03-22" @default.
- W2121484311 modified "2023-09-24" @default.
- W2121484311 title "The Karhunen-Loeve expansion of improper complex random signals with applications in detection" @default.
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- W2121484311 doi "https://doi.org/10.1109/icassp.2003.1201782" @default.
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