Distribution of Diagonal Elements of a General Central Complex Wishart Matrix

被引：7
|
作者：
Ermolova, Natalia Y. [1 ]
Tirkkonen, Olav [1 ]
机构：
[1] Aalto Univ, Dept Commun & Networking, FI-00076 Aalto, Finland
来源：
IEEE COMMUNICATIONS LETTERS | 2012年 / 16卷 / 09期
基金：
芬兰科学院;
关键词：
Complex Wishart matrix; multivariate distributions; non-circular Gaussian processes; NAKAGAMI-M DISTRIBUTION;
D O I：
10.1109/LCOMM.2012.071612.121209
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
We consider a general central complex Wishart matrix derived from non-circular complex Gaussian vectors. We present a technique for evaluation of the probability density, cumulative distribution, and moment generating functions of the joint distribution of the diagonal elements of the Wishart matrix. We give examples of application of the obtained results.
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页码：1373 / 1376
页数：4
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