DocumentCode
1558574
Title
Distribution of Diagonal Elements of a General Central Complex Wishart Matrix
Author
Ermolova, Natalia Y. ; Tirkkonen, Olav
Author_Institution
Dept. of Commun. & Networking, Aalto Univ., Aalto, Finland
Volume
16
Issue
9
fYear
2012
fDate
9/1/2012 12:00:00 AM
Firstpage
1373
Lastpage
1376
Abstract
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.
Keywords
Gaussian distribution; MIMO communication; matrix algebra; MIMO systems; complex Wishart matrix; cumulative distribution; diagonal element distribution; moment generating function; noncircular complex Gaussian vector; probability density evaluation; Correlation; Gaussian processes; MIMO; Rayleigh channels; Signal to noise ratio; Vectors; Complex Wishart matrix; multivariate distributions; non-circular Gaussian processes;
fLanguage
English
Journal_Title
Communications Letters, IEEE
Publisher
ieee
ISSN
1089-7798
Type
jour
DOI
10.1109/LCOMM.2012.071612.121209
Filename
6244788
Link To Document