Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications

Handle URI:
http://hdl.handle.net/10754/595583
Title:
Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications
Authors:
Elkhalil, Khalil ( 0000-0001-7656-3246 ) ; Kammoun, Abla ( 0000-0002-0195-3159 ) ; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 )
Abstract:
This paper addresses the development of analytical tools for the computation of the inverse moments of random Gram matrices with one side correlation. Such a question is mainly driven by applications in signal processing and wireless communications wherein such matrices naturally arise. In particular, we derive closed-form expressions for the inverse moments and show that the obtained results can help approximate several performance metrics such as the average estimation error corresponding to the Best Linear Unbiased Estimator (BLUE) and the Linear Minimum Mean Square Error (LMMSE) estimator or also other loss functions used to measure the accuracy of covariance matrix estimates.
KAUST Department:
Electrical Engineering Program
Citation:
Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications 2016:1 IEEE Transactions on Signal Processing
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
IEEE Transactions on Signal Processing
Issue Date:
3-Feb-2016
DOI:
10.1109/TSP.2016.2523451
Type:
Article
ISSN:
1053-587X; 1941-0476
Additional Links:
http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7398147
Appears in Collections:
Articles; Electrical Engineering Program

Full metadata record

DC FieldValue Language
dc.contributor.authorElkhalil, Khalilen
dc.contributor.authorKammoun, Ablaen
dc.contributor.authorAl-Naffouri, Tareq Y.en
dc.contributor.authorAlouini, Mohamed-Slimen
dc.date.accessioned2016-02-04T13:29:28Zen
dc.date.available2016-02-04T13:29:28Zen
dc.date.issued2016-02-03en
dc.identifier.citationAnalytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications 2016:1 IEEE Transactions on Signal Processingen
dc.identifier.issn1053-587Xen
dc.identifier.issn1941-0476en
dc.identifier.doi10.1109/TSP.2016.2523451en
dc.identifier.urihttp://hdl.handle.net/10754/595583en
dc.description.abstractThis paper addresses the development of analytical tools for the computation of the inverse moments of random Gram matrices with one side correlation. Such a question is mainly driven by applications in signal processing and wireless communications wherein such matrices naturally arise. In particular, we derive closed-form expressions for the inverse moments and show that the obtained results can help approximate several performance metrics such as the average estimation error corresponding to the Best Linear Unbiased Estimator (BLUE) and the Linear Minimum Mean Square Error (LMMSE) estimator or also other loss functions used to measure the accuracy of covariance matrix estimates.en
dc.language.isoenen
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.relation.urlhttp://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7398147en
dc.rights(c) 2016 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.en
dc.subjectBLUEen
dc.subjectGram matricesen
dc.subjectInverse momentsen
dc.subjectLMMSEen
dc.subjectLinear estimationen
dc.subjectOne sided correlationen
dc.subjectSample covariance matrixen
dc.titleAnalytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applicationsen
dc.typeArticleen
dc.contributor.departmentElectrical Engineering Programen
dc.identifier.journalIEEE Transactions on Signal Processingen
dc.eprint.versionPost-printen
dc.contributor.affiliationKing Abdullah University of Science and Technology (KAUST)en
kaust.authorElkhalil, Khalilen
kaust.authorKammoun, Ablaen
kaust.authorAl-Naffouri, Tareq Y.en
kaust.authorAlouini, Mohamed-Slimen
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