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MMSE - How to minimize a complex error with respect to a set of real parameters

Suppose there's a complex signal $X(k)$ (where $k \in \{0, 1, 2,...,N - 1\}$) corrupted by additive complex noise. Its estimate $\hat{X}(k)$ is a linear combination of a set of real parameters $A_r$ ($...
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What would be the variance for complex number?

When $x$ is a zero mean random variable then $$\sum_{n=1}^N x_n x_n^T = N \sigma^2_x\,\text,$$ where the variance is $\sigma^2_x$. I'm considering Complex Normal Distributions where the real and ...