Recent research has demonstrated significant achievable performance gains by
exploiting circularity/non-circularity or propeness/improperness of
complex-valued signals. In this paper, we investigate the influence of these
properties on important information theoretic quantities such as entropy,
divergence, and capacity. We prove two maximum entropy theorems that strengthen
previously known results. The proof of the former theorem is based on the
so-called circular analog of a given complex-valued random vector. Its
introduction is supported by a characterization theorem that employs a minimum
Kullback-Leibler divergence criterion. In the proof of latter theorem, on the
other hand, results about the second-order structure of complex-valued random
vectors are exploited. Furthermore, we address the capacity of multiple-input
multiple-output (MIMO) channels. Regardless of the specific distribution of the
channel parameters (noise vector and channel matrix, if modeled as random), we
show that the capacity-achieving input vector is circular for a broad range of
MIMO channels (including coherent and noncoherent scenarios). Finally, we
investigate the situation of an improper and Gaussian distributed noise vector.
We compute both capacity and capacity-achieving input vector and show that
improperness increases capacity, provided that the complementary covariance
matrix is exploited. Otherwise, a capacity loss occurs, for which we derive an
explicit expression.Comment: 33 pages, 1 figure, slightly modified version of first paper revision
submitted to IEEE Trans. Inf. Theory on October 31, 201