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Complex-valued random signals are embedded in the very fabric of
science and engineering, yet the usual assumptions made about their
statistical behavior are often a poor representation of the
underlying physics. This book deals with improper and noncircular
complex signals, which do not conform to classical assumptions, and
it demonstrates how correct treatment of these signals can have
significant payoffs. The book begins with detailed coverage of the
fundamental theory and presents a variety of tools and algorithms
for dealing with improper and noncircular signals. It provides a
comprehensive account of the main applications, covering detection,
estimation, and signal analysis of stationary, nonstationary, and
cyclostationary processes. Providing a systematic development from
the origin of complex signals to their probabilistic description
makes the theory accessible to newcomers. This book is ideal for
graduate students and researchers working with complex data in a
range of research areas from communications to oceanography.
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