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

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 cal...

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Bibliographic Details
Published in:IEEE transactions on wireless communications 2007-11, Vol.6 (11), p.3902-3906
Main Authors: Ping-Heng Kuo, Smith, P.J., Garth, L.M.
Format: Article
Language:English
Subjects:
Adaptive systems
Applied sciences
Channel estimation
Channels
Delay effects
Density
Eigenvalues
Eigenvalues and eigenfunctions
Equipments and installations
Exact sciences and technology
Frequency estimation
Land mobile radio
Markov models
Matrices
MIMO
Mobile radiocommunication systems
Modulation
Probability density function
Probability density functions
Radiocommunications
State feedback
Systems, networks and services of telecommunications
Telecommunications
Telecommunications and information theory
Transmission and modulation (techniques and equipments)
Variable speed drives
Wireless communication
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Description
Summary: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.
ISSN:1536-1276
1558-2248
DOI:10.1109/TWC.2007.060309