A generalized likelihood ratio test for impropriety of complex signals
P.J. Schreier, L.L. Scharf, A. Hanssen, IEEE Signal Process.\ Lett. 13 (2006) 433–436.
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Journal Article
Author
Schreier, Peter J.;
Scharf, Louis L.;
Hanssen, Alfred
Department
Abstract
A complex random vector is called improper if it is correlated with its complex conjugate. We present a hypothesis test for impropriety based on a generalized likelihood ratio (GLR). This GLR is invariant to linear transformations on the data, including rotation and scaling, because propriety is preserved by linear transformations. More specifically, we show that the GLR is a function of the squared canonical correlations between the data and their complex conjugate. These canonical correlations make up a complete, or maximal, set of invariants for the Hermitian and complementary covariance matrices under linear, but not widely linear, transformation
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Journal Title
IEEE Signal Process.\ Lett.
Volume
13
Issue
7
Page
433–436
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Schreier PJ, Scharf LL, Hanssen A. A generalized likelihood ratio test for impropriety of complex signals. IEEE Signal Process\ Lett. 2006;13(7):433–436. doi:10.1109/LSP.2006.871858
Schreier, P. J., Scharf, L. L., & Hanssen, A. (2006). A generalized likelihood ratio test for impropriety of complex signals. IEEE Signal Process.\ Lett., 13(7), 433–436. https://doi.org/10.1109/LSP.2006.871858
@article{Schreier_Scharf_Hanssen_2006, title={A generalized likelihood ratio test for impropriety of complex signals}, volume={13}, DOI={10.1109/LSP.2006.871858}, number={7}, journal={IEEE Signal Process.\ Lett.}, author={Schreier, Peter J. and Scharf, Louis L. and Hanssen, Alfred}, year={2006}, pages={433–436} }
Schreier, Peter J., Louis L. Scharf, and Alfred Hanssen. “A Generalized Likelihood Ratio Test for Impropriety of Complex Signals.” IEEE Signal Process.\ Lett. 13, no. 7 (2006): 433–436. https://doi.org/10.1109/LSP.2006.871858.
P. J. Schreier, L. L. Scharf, and A. Hanssen, “A generalized likelihood ratio test for impropriety of complex signals,” IEEE Signal Process.\ Lett., vol. 13, no. 7, pp. 433–436, 2006, doi: 10.1109/LSP.2006.871858.
Schreier, Peter J., et al. “A Generalized Likelihood Ratio Test for Impropriety of Complex Signals.” IEEE Signal Process.\ Lett., vol. 13, no. 7, 2006, pp. 433–436, doi:10.1109/LSP.2006.871858.
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