Joint Density for Eigenvalues of Two Correlated Complex Wishart Matrices: Characterization of MIMO Systems

Author

Kuo, Ping-Heng ; Smith, Peter J. ; Garth, Lee M.

Author_Institution

Canterbury Univ., Christchurch

Volume

6

Issue

11

fYear

2007

fDate

11/1/2007 12:00:00 AM

Firstpage

3902

Lastpage

3906

Abstract

In this letter, the joint probability density function (PDF) for the eigenvalues of a complex Wishart matrix and a perturbed version of it are derived. The latter version can be used to model channel estimation errors and variations over time or frequency. As an example, the joint PDF is used to calculate the transition probabilities between modulation states in an adaptive MIMO system. This leads to a Markov model for the system. We then use the model to investigate the modulation state entering rates (MSER), the average stay duration (ASD), and the effects of feedback delay on the accuracy of modulation state selection in mobile radio systems. Other applications of this PDF are also discussed.

Keywords

MIMO communication; Markov processes; channel estimation; eigenvalues and eigenfunctions; matrix algebra; mobile radio; probability; Markov model; adaptive MIMO system; average stay duration; channel estimation error; correlated complex Wishart matrix; eigenvalue function; feedback delay; joint probability density function; mobile radio systems; modulation state entering rate; perturbed version; Adaptive systems; Channel estimation; Delay effects; Eigenvalues and eigenfunctions; Frequency estimation; Land mobile radio; MIMO; Probability density function; State feedback; Variable speed drives;

fLanguage

English

Journal_Title

Wireless Communications, IEEE Transactions on

Publisher

ieee

ISSN

1536-1276

Type

jour

DOI

10.1109/TWC.2007.060309

Filename

4381397