Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications
Type
ArticleKAUST Department
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) DivisionElectrical Engineering Program
Date
2016-02-03Online Publication Date
2016-02-03Print Publication Date
2016-05Permanent link to this record
http://hdl.handle.net/10754/595583
Metadata
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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.Citation
Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications 2016:1 IEEE Transactions on Signal ProcessingarXiv
1507.00629ae974a485f413a2113503eed53cd6c53
10.1109/TSP.2016.2523451