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Tagged with complex-numbers covariance
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Error propagation of complex numbers
I have a problem with coordinate transformation of complex numbers and their covariances:
Let's say I want to do some statistic with a series of complex numbers and for this, I have to work in the ...
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Independence of real and imaginary parts of the scalar product of multivariate complex normal vectors
Reading the paper "Distribution of Inner Product of Two Complex Gaussian Vectors and its Application to MPSK Performance" by Mallik R.K. I can not get one of the steps.
The author assumes two complex ...