Spherically Invariant Random Processes: Theory and Applications

摘要: The theory and application of the class spherically invariant random processes (SIRPs) are reviewed. An SIRP is a process whose finite-dimensional distributions scalar functions quadratic forms in corresponding sampled variables. Stochastic system-theoretic properties discussed, including basic representation theorem which gives rise to number interesting concerning detection, estimation, interpretation SIRPs. Applications reviewed as well, use SIRPs model speech waveforms, radar clutter returns, various radio propagation channel disturbances. modeling equalization array processing also described. Finally, some issues generation simulation discussed.