• DocumentCode
    2905521
  • Title

    Exact Expressions for the Condition Number Distribution of Complex Wishart Matrices

  • Author

    Matthaiou, Michail ; McKay, Matthew R. ; Smith, Peter J. ; Nossek, Josef A.

  • Author_Institution
    Inst. for Circuit Theor. & Signal Process., Tech. Univ. Munchen (TUM), Munich, Germany
  • fYear
    2010
  • fDate
    23-27 May 2010
  • Firstpage
    1
  • Lastpage
    6
  • Abstract
    The standard condition number (SCN) is a fundamental metric in the context of multiple-input multiple-output communication systems, linear detection and classical linear algebra. Hence, in this paper we propose a novel generic framework for the SCN distribution of three different classes of Wishart matrices which leads to new results and insights. In particular, our analysis covers both central and non-central Wishart distributions of arbitrary dimension and therefore is applicable to uncorrelated/semi-correlated Rayleigh fading and Ricean fading scenarios. For the special case of dual semi-correlated central Wishart matrices, we derive exact and asymptotic polynomial expressions for the SCN distributions. All analytical results are validated via Monte-Carlo simulations with the attained accuracy being excellent in all cases. The impact of the model parameters on channel conditioning is also investigated in detail.
  • Keywords
    MIMO communication; Monte Carlo methods; Rayleigh channels; matrix algebra; number theory; Monte-Carlo simulations; Ricean fading; asymptotic polynomial expressions; classical linear algebra; complex Wishart matrices; condition number distribution; linear detection; multiple-input multiple-output communication systems; semi-correlated Rayleigh fading; standard condition number; uncorrelated Rayleigh fading; Circuit theory; Communications Society; Context; Covariance matrix; Eigenvalues and eigenfunctions; MIMO; Polynomials; Probability density function; Rayleigh channels; Signal Processing Society;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Communications (ICC), 2010 IEEE International Conference on
  • Conference_Location
    Cape Town
  • ISSN
    1550-3607
  • Print_ISBN
    978-1-4244-6402-9
  • Type

    conf

  • DOI
    10.1109/ICC.2010.5502235
  • Filename
    5502235