期刊
IEEE TRANSACTIONS ON SIGNAL PROCESSING
卷 58, 期 3, 页码 1427-1433出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2009.2036049
关键词
Complex-valued signal processing; generalized Gaussian distribution (GGD); maximum likelihood estimation (MLE)
The generalized Gaussian distribution (GGD) provides a flexible and suitable tool for data modeling and simulation, however the characterization of the complex-valued GGD, in particular generation of samples from a complex GGD have not been well defined in the literature. In this correspondence, we provide a thorough presentation of the complex-valued GGD by: i) constructing the probability density function (pdf); ii) defining a procedure for generating random numbers from the complex-valued GGD; and iii) implementing a maximum likelihood estimation (MLE) procedure for the shape and covariance parameters in the complex domain. We quantify the performance of the MLE with simulations and actual radar data.
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