Abstract
In this paper, complex singular Wishart matrices and their applications to information theory are investigated. In particular, a volume element on the space of positive semidefinite m × 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 × n complex matrices is derived. Then, the density functions are formulated for all rank n complex singular Wishart distributions. From this, the joint eigenvalue density of low rank complex Wishart matrices are derived. The derived densities are used to evaluate the most important information-theoretic measure, the so-called ergodic channel capacity of multiple-input multiple-output (MIMO) spatially correlated Rayleigh distributed wireless communication channels.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
