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

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dc.contributor.authorKuo, P-H.
dc.contributor.authorSmith, P.J.
dc.contributor.authorGarth, L.M.
dc.date.accessioned2008-12-03T01:13:39Z
dc.date.available2008-12-03T01:13:39Z
dc.date.issued2007en
dc.description.abstractIn 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.en
dc.identifier.citationKuo, P-H., Smith, P.J., Garth, L.M. (2007) Joint Density for Eigenvalues of Two Correlated Complex Wishart Matrices: Characterization of MIMO Systems. IEEE Transactions on Wireless Communications, 6(11), pp. 3902-3906.en
dc.identifier.doihttps://doi.org/10.1109/TWC.2007.060309
dc.identifier.urihttp://hdl.handle.net/10092/1886
dc.language.isoen
dc.publisherUniversity of Canterbury. Electrical and Computer Engineering.en
dc.rights©2007 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.en
dc.rights.urihttps://hdl.handle.net/10092/17651en
dc.subjectcomplex Wishart matrixen
dc.subjecteigenvaluesen
dc.subjectrandom matrix perturbationen
dc.subjectMIMO communication systemsen
dc.subjectadaptive modulationen
dc.subjectMarkov modelsen
dc.subject.marsdenFields of Research::290000 Engineering and Technology::291700 Communications Technologies::291703 Digital systemsen
dc.subject.marsdenFields of Research::230000 Mathematical Sciences::230200 Statistics::230201 Probability theoryen
dc.subject.marsdenFields of Research::230000 Mathematical Sciences::230100 Mathematics::230103 Rings and algebrasen
dc.titleJoint Density for Eigenvalues of Two Correlated Complex Wishart Matrices: Characterization of MIMO Systemsen
dc.typeJournal Article
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