Complex singular wishart matrices and multiple-atenna systems

Author

Ratnarajah, Tharm

Author_Institution

ECIT, Queen´s Univ. Belfast

fYear

2005

fDate

17-20 July 2005

Firstpage

1032

Lastpage

1037

Abstract

In this paper, complex singular Wishart matrices and their applications are investigated. In particular, a volume element on the space of positive semidefinite m times 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 times n complex matrices is derived. Then the density functions are formulated for all rank n complex singular Wishart distributions. From this, the joint eigenvalue densities of low rank complex Wishart matrices are derived. Finally, using these densities spatially correlated multiple-antenna Rayleigh channel capacities are evaluated

Keywords

Hermitian matrices; Rayleigh channels; antenna arrays; channel capacity; eigenvalues and eigenfunctions; Hermitian matrices; Rayleigh channel capacities; complex singular Wishart matrices; density functions; eigenvalue densities; multiple-antenna systems; singular Wishart distributions; Channel capacity; Councils; Covariance matrix; Eigenvalues and eigenfunctions; Jacobian matrices; MIMO; Matrix decomposition; Singular value decomposition; Transmitters; Wireless communication;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on

Conference_Location

Novosibirsk

Print_ISBN

0-7803-9403-8

Type

conf

DOI

10.1109/SSP.2005.1628747

Filename

1628747