{"type":"conference","volume":3,"citation":{"short":"P.J. Schreier, L.L. Scharf, A. Hanssen, in: Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process., 2006, pp. 796–799.","ama":"Schreier PJ, Scharf LL, Hanssen A. A Statistical Test for Impropriety of Complex Random Signals. In: <i>Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.</i> Vol 3. ; 2006:796–799. doi:<a href=\"https://doi.org/10.1109/ICASSP.2006.1660774\">10.1109/ICASSP.2006.1660774</a>","bibtex":"@inproceedings{Schreier_Scharf_Hanssen_2006, title={A Statistical Test for Impropriety of Complex Random Signals}, volume={3}, DOI={<a href=\"https://doi.org/10.1109/ICASSP.2006.1660774\">10.1109/ICASSP.2006.1660774</a>}, booktitle={Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.}, author={Schreier, Peter J. and Scharf, Louis L. and Hanssen, Alfred}, year={2006}, pages={796–799} }","ieee":"P. J. Schreier, L. L. Scharf, and A. Hanssen, “A Statistical Test for Impropriety of Complex Random Signals,” in <i>Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.</i>, 2006, vol. 3, pp. 796–799, doi: <a href=\"https://doi.org/10.1109/ICASSP.2006.1660774\">10.1109/ICASSP.2006.1660774</a>.","mla":"Schreier, Peter J., et al. “A Statistical Test for Impropriety of Complex Random Signals.” <i>Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.</i>, vol. 3, 2006, pp. 796–799, doi:<a href=\"https://doi.org/10.1109/ICASSP.2006.1660774\">10.1109/ICASSP.2006.1660774</a>.","chicago":"Schreier, Peter J., Louis L. Scharf, and Alfred Hanssen. “A Statistical Test for Impropriety of Complex Random Signals.” In <i>Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.</i>, 3:796–799, 2006. <a href=\"https://doi.org/10.1109/ICASSP.2006.1660774\">https://doi.org/10.1109/ICASSP.2006.1660774</a>.","apa":"Schreier, P. J., Scharf, L. L., &#38; Hanssen, A. (2006). A Statistical Test for Impropriety of Complex Random Signals. <i>Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.</i>, <i>3</i>, 796–799. <a href=\"https://doi.org/10.1109/ICASSP.2006.1660774\">https://doi.org/10.1109/ICASSP.2006.1660774</a>"},"department":[{"_id":"263"}],"doi":"10.1109/ICASSP.2006.1660774","date_created":"2023-01-30T11:52:07Z","status":"public","_id":"40888","user_id":"43497","year":"2006","author":[{"first_name":"Peter J.","last_name":"Schreier","full_name":"Schreier, Peter J."},{"last_name":"Scharf","full_name":"Scharf, Louis L.","first_name":"Louis L."},{"first_name":"Alfred","last_name":"Hanssen","full_name":"Hanssen, Alfred"}],"title":"A Statistical Test for Impropriety of Complex Random Signals","abstract":[{"text":"A complex random vector is called improper if it is correlated with its complex conjugate. In this paper, we present a generalized likelihood ratio test (GLRT) for impropriety. This test is compelling because it displays the right invariances: The proposed GLR is invariant to linear transformations on the data, including rotation and scaling, just as propriety is preserved by linear transformations. Because canonical correlations make up a complete, or maximal, set of invariants for the Hermitian and complementary covariance matrices under linear transformations, the GLR can be shown to be a function of the squared canonical correlations between the data and its complex conjugate. This validates our intuition that the internal coordinate system should not matter for this hypothesis test","lang":"eng"}],"publication":"Proc.\\ IEEE Int.\\ Conf.\\ Acoustics, Speech and Signal Process.","intvolume":"         3","page":"796–799","date_updated":"2023-01-30T11:54:05Z"}