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Optimization and Estimation of Complex-Valued Signals: Theory and applications in filtering and blind source separation

Complex-valued signals occur in many areas of science and engineering and are thus of fundamental interest. When developing signal processing methods in the complex domain, there are two key issues: making use of the full statistical information and optimization. In this article, we review the necessary tools to address these two key issues and provide examples in filtering and blind source separation (BSS) that utilize these tools.