An equality test for variances of two complex correlated Gaussian processes

A test is developed for the equality of variances of two complex zero-mean Gaussian processes with unknown, nonzero complex covariance, where both the variance and complex covariance are unknown nuisance parameters. This note provides a test that is independent of these nuisance parameters.

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Bibliographic Details
Published in:IEEE transactions on signal processing 2000-08, Vol.48 (8), p.2452-2454
Main Authors: Andrew, R.K., Kirlin, R.L.
Format: Article
Language:English
Subjects:
Applied sciences
Correlation
Covariance
Covariance matrix
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Gaussian
Gaussian distribution
Gaussian processes
Information, signal and communications theory
Nuisance
Signal and communications theory
Signal processing
Signal, noise
Statistical analysis
Statistical distributions
Telecommunications and information theory
Testing
Variance
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Description
Summary:A test is developed for the equality of variances of two complex zero-mean Gaussian processes with unknown, nonzero complex covariance, where both the variance and complex covariance are unknown nuisance parameters. This note provides a test that is independent of these nuisance parameters.
ISSN:1053-587X
1941-0476
DOI:10.1109/78.852024