---
res:
bibo_abstract:
- A complex random vector is called improper if it is correlated with its complex
conjugate. We introduce a measure for the degree of impropriety, which is a function
of the canonical correlations between the vector and its complex conjugate (sometimes
called the circularity spectrum). This measure is invariant under linear transformation,
and it relates the entropy of an improper Gaussian random vector to its corresponding
proper version. For vectors with given spectrum, we present upper and lower bounds
on the attainable degree of impropriety, in terms of the eigenvalues of the augmented
covariance matrix.@eng
bibo_authorlist:
- foaf_Person:
foaf_givenName: Peter J.
foaf_name: Schreier, Peter J.
foaf_surname: Schreier
bibo_doi: 10.1109/LSP.2007.913134
bibo_volume: 15
dct_date: 2008^xs_gYear
dct_title: Bounds on the Degree of Impropriety of Complex Random Vectors@
...