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Questions tagged [complex-random-variable]

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1
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1answer
27 views

(For c-FastICA) On covariance and pseudocovariance matrix of a complex random vector

I am currently studying complex FastICA and the paper says that Suppose $\mathbf{s}$ is a $n\times1$ complex random vector. If $\mathbf{s}$ has zero mean, unit variance, and uncorrelated real and ...
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2answers
193 views

PSD of complex white gaussian noise

It may be a really simple question, but I'm not sure about this one: Given a complex white Gaussian noise process with iid real and imaginary parts and a double sided power spectral density of $N_0/2$...
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1answer
37 views

Clarifying matrix notation from an ICA-CMN paper

In the paper I am referring (and here from citeseer), complex vectors $\mathbf{z}$ and matrix $\mathbf{M}$ were defined as follows \begin{align} {{\bf z}} &= \left[z_{1},z_{2},\ldots,z_{N}\...
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3answers
209 views

Distribution of $e^{j\theta}$

Is there a canonical or analytic expression for the probability distribution for the circularly-symmetric complex random variable $Z$: $$ Z = e^{j\theta}, $$ where $\theta \sim \mathcal U(0, 2\pi)$? ...