Title :
On the maximum entropy theorem for complex random vectors
Author_Institution :
Telecommun. Res. Center Vienna, Austria
fDate :
27 June-2 July 2004
Abstract :
This paper considers the complex random vectors and study some important properties. We develop a theory which is based on the concept of covariance and pseudo-covariance matrix in order to prove a stronger version of the maximum entropy theorem for the complex multivariate case (F.D. Neeser et al. 1993).
Keywords :
Gaussian processes; covariance matrices; maximum entropy methods; random processes; complex random vectors; maximum entropy theorem; pseudo-covariance matrix; Covariance matrix; Eigenvalues and eigenfunctions; Entropy; Equations; Matrix decomposition; Notice of Violation; Performance gain; Random processes; Symmetric matrices; Upper bound;
Conference_Titel :
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN :
0-7803-8280-3
DOI :
10.1109/ISIT.2004.1365078
