کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9662327 | 698658 | 2005 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Complex singular wishart matrices and applications
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موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, complex singular Wishart matrices and their applications to information theory are investigated. In particular, a volume element on the space of positive semidefinite m à m Hermitian matrices of rank n < m is introduced and some transformation properties are established. The Jacobian for the change of variables in the singular value decomposition of general m à n complex matrices is derived. Then, the density functions are formulated for all rank n complex singular Wishart distributions. From this, the joint eigenvalue density of low rank complex Wishart matrices are derived. The derived densities are used to evaluate the most important information-theoretic measure, the so-called ergodic channel capacity of multiple-input multiple-output (MIMO) spatially correlated Rayleigh distributed wireless communication channels.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Mathematics with Applications - Volume 50, Issues 3â4, August 2005, Pages 399-411
Journal: Computers & Mathematics with Applications - Volume 50, Issues 3â4, August 2005, Pages 399-411
نویسندگان
T. Ratnarajah, R. Vaillancourt,