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Communications, Information and Network Security pp 315–331Cite as

Spherically Invariant Random Processes: Theory and Applications

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Part of the book series: The Springer International Series in Engineering and Computer Science ((SECS,volume 712))

Abstract

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

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Author information

Authors and Affiliations

  1. Electrical Engineering Department, University of California, Los Angeles, CA, 90095-1594, USA

    Kung Yao

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  1. Kung Yao
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Editor information

Editors and Affiliations

  1. University of Victoria, Canada

    Vijay K. Bhargava

  2. Princeton University, USA

    H. Vincent Poor

  3. Harvard University, USA

    Vahid Tarokh  & Seokho Yoon  & 

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Yao, K. (2003). Spherically Invariant Random Processes: Theory and Applications. In: Bhargava, V.K., Poor, H.V., Tarokh, V., Yoon, S. (eds) Communications, Information and Network Security. The Springer International Series in Engineering and Computer Science, vol 712. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3789-9_16

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  • DOI: https://doi.org/10.1007/978-1-4757-3789-9_16

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-5318-6

  • Online ISBN: 978-1-4757-3789-9

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