STATISTICS FOR COMPLEX-VARIABLES AND SIGNALS .2. SIGNALS

In this paper, we study the higher-order statistics of complex station ary signals. In a first part, we define precisely the multicorrelation s and multispectra of complex signals. Different properties of these t ools are put in evidence for certain classes of signals, such as analy tic, band limited or circular signals. We show for example that band l imited complex signals are circular up to a certain order. We then giv e the definition for the practical case of discrete time and discrete frequency processes. Finally, some extension of linear filtering relat ions are provided.