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Exact simulation of noncircular or improper complex-valued stationary Gaussian processes using circulant embedding

Adam M. Sykulski, Donald B. Percival. Exact simulation of noncircular or improper complex-valued stationary Gaussian processes using circulant embedding. In Francesco A. N. Palmieri, Aurelio Uncini, Kostas I. Diamantaras, Jan Larsen, editors, 26th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2016, Vietri sul Mare, Salerno, Italy, September 13-16, 2016. pages 1-6, IEEE, 2016. [doi]

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Adam M. Sykulski

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Donald B. Percival

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