CES Matlab software

Description: Software for random number generation from complex elliptically symmetric (CES) distributions (including complex normal (Gaussian), complex t-, complex generalized Gaussian, (isotropic) symmetric alpha-stable distribution) and Wald's type circularity test.   Methods are explained in the reference given below. Software contains the following Matlab scripts: rndcn.m  - random sample generation from complex Gaussian distribution rndct.m   - random sample generation from complex t-distribution rndgg.m  - random sample generation from complex generalized Gaussian distribution rndsas.m - random sample generation from complex (isotropic) symmetric alpha-stable (SaS) distribution This function depends on the following scripts rndsas0.m   - random sample generation from complex circular SaS distribution stabrnd.m   - stable random number generator by Professor J.H. McCulloch waldcirc.m    - Wald's type (ML) circularity detector awaldcirc.m  - Adjusted Wald's type circularity detector

If you use these codes, please cite the reference below: E. Ollila, J. Eriksson and V. Koivunen, "Complex elliptically symmetric random variables - generation, characterization and circularity tests", Submitted to IEEE Transactions on Signal Processing, Dec. 9th, 2009. If you have any questions, please contact: esollila AT wooster DOT hut DOT fi  (Esa Ollila) back to my webpage