On entropy rate for the complex domain and its application to i.i.d. sampling

We derive the entropy rate formula for a complex Gaussian random process by using a widely linear model. The resulting expression is general and applicable to both circular and noncircular Gaussian processes, since any second-order stationary process can be modeled as the output of a widely linear system driven by a circular white noise. Furthermore, we demonstrate application of the derived formula to an order selection problem. We extend a scheme for independent and identically distributed (i.i.d.) sampling to the complex domain to improve the estimation performance of information-theoretic criteria when samples are correlated. We show the effectiveness of the approach for order selection for simulated and actual functional magnetic resonance imaging (fMRI) data that are inherently complex valued.

• Type: Journal
• Year: 2010
• Where: TSP
• Authors: Wei Xiong, Hualiang Li, Tülay Adali, Yi-Ou Li, Vince D. Calhoun
• Keywords: Artificial Intelligence, Entropy Rate Formula, Gaussian Random Process, Order Selection, TSP 2010