Complex-Valued Signal Processing: The Proper Way to Deal With Impropriety

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dc.contributor.authorAdali, Tulay
dc.contributor.authorSchreier, Peter J.
dc.contributor.authorScharf, Louis L.
dc.date.accessioned2019-02-07T18:19:37Z
dc.date.available2019-02-07T18:19:37Z
dc.date.issued2011-07-25
dc.description.abstractComplex-valued signals occur in many areas of science and engineering and are thus of fundamental interest. In the past, it has often been assumed, usually implicitly, that complex random signals are proper or circular. A proper complex random variable is uncorrelated with its complex conjugate, and a circular complex random variable has a probability distribution that is invariant under rotation in the complex plane. While these assumptions are convenient because they simplify computations, there are many cases where proper and circular random signals are very poor models of the underlying physics. When taking impropriety and noncircularity into account, the right type of processing can provide significant performance gains. There are two key ingredients in the statistical signal processing of complex-valued data: 1) utilizing the complete statistical characterization of complex-valued random signals; and 2) the optimization of real-valued cost functions with respect to complex parameters. In this overview article, we review the necessary tools, among which are widely linear transformations, augmented statistical descriptions, and Wirtinger calculus. We also present some selected recent developments in the field of complex-valued signal processing, addressing the topics of model selection, filtering, and source separation.en_US
dc.description.sponsorshipIEEE Signal Processing Societyen_US
dc.description.urihttps://ieeexplore.ieee.org/document/5961645?tp=&arnumber=5961645en_US
dc.format.extent25 pagesen_US
dc.genrejournal articles postprintsen_US
dc.identifierdoi: https://doi.org/10.1109/TSP.2011.2162954
dc.identifier.citationT. Adali, P. J. Schreier, and L. L. Scharf, Complex-valued signal processing: The proper way to deal with impropriety, IEEE Trans. Signal Processing, vol. 59, no. 11, pp. 5101-5123, Nov. 2011. DOI: 10.1109/TSP.2011.2162954.en_US
dc.identifier.urihttps://doi.org/10.1109/TSP.2011.2162954
dc.identifier.urihttp://hdl.handle.net/11603/12728
dc.language.isoen_USen_US
dc.publisherIEEEen_US
dc.relation.isAvailableAtThe University of Maryland, Baltimore County (UMBC)
dc.relation.ispartofUMBC Computer Science and Electrical Engineering Department Collection
dc.relation.ispartofUMBC Faculty Collection
dc.rightsThis item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author.
dc.rights© 2011 IEEE
dc.subjectCR calculusen_US
dc.subjectestimationen_US
dc.subjectimproperen_US
dc.subjectindependent component analysisen_US
dc.subjectmodel selectionen_US
dc.subjectnoncircularen_US
dc.subjectwidely linearen_US
dc.subjectwirtinger calculusen_US
dc.titleComplex-Valued Signal Processing: The Proper Way to Deal With Improprietyen_US
dc.typeTexten_US

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