Complex inverse Wishart distribution

id: complex-inverse-wishart-distribution-285-9369042
title: Complex inverse Wishart distribution
text: The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex analog of the real inverse Wishart distribution. The complex Wishart distribution was extensively investigated by Goodman while the derivation of the inverse is shown by Shaman and others. It has greatest application in least squares optimization theory applied to complex valued data samples in digital radio communications systems, often related to
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original url: https://en.wikipedia.org/wiki/Complex_inverse_Wishart_distribution
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date modified: 2023-09-06T03:12:40Z
main entity: {"identifier":"Q85753698","url":"https://www.wikidata.org/entity/Q85753698"}
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