Complex random variables and signals. (Variables et signaux aléatoires complexes.) (French) Zbl 1003.94508
Summary: Complex numbers are a useful tool in physics and in observational sciences. Random variables and signals are used in a great number of applications. We develop here models for complex random variables and signals. We show that these models introduce useful signals, like the analytic signal, and new concepts, like circularity. We illustrate the properties of these complex models in estimation, array processing and source separation.
MSC:
94A12 | Signal theory (characterization, reconstruction, filtering, etc.) |
78A50 | Antennas, waveguides in optics and electromagnetic theory |