Title :
Simplified Eigenvalues Distributions of 2 Ã\x97 2 Complex Noncentral Wishart
Author :
Charafeddine, Mohamad ; Paulraj, Arogyaswami
Author_Institution :
Stanford Univ., Stanford
Abstract :
This paper derives new simplified analytical cumulative density functions for the eigenvalues of complex noncentral Wishart matrix of size 2times2. Such distributions are often encountered in multiple input multiple output (MIMO) Ricean channels. The results derived herein are general for any arbitrary non-centrality matrix, and they account the cases having identical or non-identical eigenvalues of the underlying non-centrality matrix. When compared to the generalized distribution recently found in literature which only treated the case of non-identical eigenvalue of the non-centrality matrix, the expressions presented in this paper exhibit a larger parameters range to which the numerical calculation remains computationally viable.
Keywords :
eigenvalues and eigenfunctions; matrix algebra; complex noncentral Wishart matrix; cumulative density function; multiple input multiple output Ricean channel; non-identical eigenvalue; noncentrality matrix; simplified eigenvalues distribution; Computer vision; Density functional theory; Distributed computing; Eigenvalues and eigenfunctions; Information analysis; Information systems; Laboratories; MIMO; Transmitters; Wireless communication;
Conference_Titel :
Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-2109-1
Electronic_ISBN :
1058-6393
DOI :
10.1109/ACSSC.2007.4487418