DocumentCode :
2807346
Title :
An algorithm for maximizing a quotient of two Hermitian form determinants with different exponents
Author :
Hunger, Raphael ; De Kerret, Paul ; Joham, Michael
Author_Institution :
Associate Inst. for Signal Process., Tech. Univ. Munchen, Munich, Germany
fYear :
2010
fDate :
14-19 March 2010
Firstpage :
3346
Lastpage :
3349
Abstract :
We investigate the maximization of a quotient of two determinants with different exponents under a Frobenius norm constraint, where each determinant is taken from a matrix-valued Hermitian form. The optimum matrix that constitutes the Hermitian forms is shown to be a scaled partial isometry. For the special case of vector-valued Hermitian forms, the optimality condition turns out to be an implicit eigenproblem and we derive an iterative algorithm where in each step the principal eigenvector of a matrix has to be chosen. In addition, we prove monotonic convergence of the iterative algorithm, which means that the utility increases in every step.
Keywords :
Hermitian matrices; determinants; eigenvalues and eigenfunctions; iterative methods; Frobenius norm constraint; Hermitian form determinants; eigenproblem; iterative algorithm; matrix valued Hermitian form; principal eigenvector; quotient maximization; Broadcasting; Closed-form solution; Constraint optimization; Convergence; Covariance matrix; Iterative algorithms; MIMO; Maximum likelihood detection; Signal processing algorithms; Telephony; Rate region; iterative eigenproblem;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics Speech and Signal Processing (ICASSP), 2010 IEEE International Conference on
Conference_Location :
Dallas, TX
ISSN :
1520-6149
Print_ISBN :
978-1-4244-4295-9
Electronic_ISBN :
1520-6149
Type :
conf
DOI :
10.1109/ICASSP.2010.5496011
Filename :
5496011
Link To Document :
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