Eigenanalysis of autocorrelation matrices in the presence of noncentral and signal-dependent noise

Author

Wei Wang ; Adali, T.

Author_Institution

Dept. of Comput. Sci. & Electr. Eng., Univ. of Maryland Baltimore County, MD, USA

Volume

12

Issue

2

fYear

2005

Firstpage

85

Lastpage

88

Abstract

We present approximations for eigenvalues of autocorrelation matrices in the presence of noncentral and signal-dependent noise as a function of eigenvalues of noiseless input. We derive error bounds for the approximations and discuss their properties. The results of the eigenanalysis are applied to the study of first-order polarization mode dispersion for optical systems. The simulation results demonstrate a good match between the approximated and true eigenvalues.

Keywords

correlation theory; eigenvalues and eigenfunctions; matrix algebra; noise; optical fibre communication; optical fibre dispersion; optical fibre polarisation; signal processing; autocorrelation matrices; eigenanalysis; eigenvalues; error bounds; first-order polarization mode dispersion; noncentral-signal-dependent noise; optical communication systems; Additive noise; Autocorrelation; Convergence; Eigenvalues and eigenfunctions; Optical fiber communication; Optical filters; Optical noise; Polarization mode dispersion; Statistics; Autocorrelation matrix; eigenanalysis; noncentral and signal-dependent noise;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/LSP.2004.840913

Filename

1381456