Joint density, for eigenvalues of two correlated complex wishart matrices: Characterization of MIMO systems

被引:10
|
作者
Kuo, Ping-Heng [1 ]
Smith, Peter J. [1 ]
Garth, Lee M. [1 ]
机构
[1] Univ Canterbury, Dept Elect & Comp Engn, Christchurch 1, New Zealand
关键词
complex Wishart matrix; eigenvalues; random matrix perturbation; MIMO communication systems; adaptive modulation; Markov models;
D O I
10.1109/TWC.2007.060309
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this letter, the joint probability density function (PDF) for the eigenvalues of a complex Wishart matrix and a perturbed version of it are derived. The latter version can be used to model channel estimation errors and variations over time or frequency. As an example, the joint PDF is used to calculate the transition probabilities between modulation states in an adaptive MIMO system. This leads to a Markov model for the system. We then use the model to investigate the modulation state entering rates (MSER), the average stay duration (ASD), and the effects of feedback delay on the accuracy of modulation state selection in mobile radio systems. Other applications of this PDF are also discussed.
引用
收藏
页码:3902 / 3906
页数:5
相关论文
共 50 条
  • [21] Complex singular wishart matrices and multiple-antenna systems
    Ratnarajah, T.
    2005 IEEE/SP 13TH WORKSHOP ON STATISTICAL SIGNAL PROCESSING (SSP), VOLS 1 AND 2, 2005, : 963 - 967
  • [22] The Differential Entropy of the Joint Distribution of Eigenvalues of Random Density Matrices
    Luo, Laizhen
    Wang, Jiamei
    Zhang, Lin
    Zhang, Shifang
    ENTROPY, 2016, 18 (09)
  • [23] Approximate Condition Number Distribution of Complex Non-central Correlated Wishart Matrices
    Wei, Lu
    Tirkkonen, Olav
    2011 IEEE INTERNATIONAL CONFERENCE ON COMMUNICATIONS (ICC), 2011,
  • [24] Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
    Dharmawansa, Prathapasinghe
    McKay, Matthew R.
    JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 102 (04) : 847 - 868
  • [25] Secrecy Capacity Analysis of Artificial Noisy MIMO Channels-An Approach Based on Ordered Eigenvalues of Wishart Matrices
    Liu, Yiliang
    Chen, Hsiao-Hwa
    Wang, Liangmin
    IEEE TRANSACTIONS ON INFORMATION FORENSICS AND SECURITY, 2017, 12 (03) : 617 - 630
  • [26] Bounds for Eigenvalues of Spatial Correlation Matrices With the Exponential Model in MIMO Systems
    Lim, Hyeongyong
    Jang, Yeonsoo
    Yoon, Dongweon
    IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2017, 16 (02) : 1196 - 1204
  • [28] On the Diagonal Distribution of a Complex Wishart Matrix and its Application to the Analysis of MIMO Systems
    Morales-Jimenez, David
    Paris, Jose F.
    Entrambasaguas, J. T.
    Wong, Kai-Kit
    IEEE TRANSACTIONS ON COMMUNICATIONS, 2011, 59 (12) : 3475 - 3484
  • [29] MIMO multichannel beamforming: SER and outage using new eigenvalue distributions of complex noncentral Wishart matrices
    Jin, Shi
    Mckay, Matthew R.
    Gao, Xiqi
    Collings, Iain B.
    IEEE TRANSACTIONS ON COMMUNICATIONS, 2008, 56 (03) : 424 - 434
  • [30] Spectral correlation functions of the sum of two independent complex Wishart matrices with unequal covariances
    Akemann, Gernot
    Checinski, Tomasz
    Kieburg, Mario
    JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2016, 49 (31)