Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/643231
Title: Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications
Authors: Khalil Elkhalil;Abla Kammoun;Tareq Y. Al-Naffouri;Mohamed-Slim Alouini
subject: inverse moments|BLUE|Gram matrices|one sided correlation|LMMSE|linear estimation|sample covariance matrix
Year: 2016
Publisher: IEEE
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.
URI: http://localhost/handle/Hannan/176392
http://localhost/handle/Hannan/643231
ISSN: 1053-587X
1941-0476
volume: 64
issue: 10
Appears in Collections:2016

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Title: Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications
Authors: Khalil Elkhalil;Abla Kammoun;Tareq Y. Al-Naffouri;Mohamed-Slim Alouini
subject: inverse moments|BLUE|Gram matrices|one sided correlation|LMMSE|linear estimation|sample covariance matrix
Year: 2016
Publisher: IEEE
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.
URI: http://localhost/handle/Hannan/176392
http://localhost/handle/Hannan/643231
ISSN: 1053-587X
1941-0476
volume: 64
issue: 10
Appears in Collections:2016

Files in This Item:
File Description SizeFormat 
7398147.pdf2.55 MBAdobe PDFThumbnail
Preview File
Title: Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications
Authors: Khalil Elkhalil;Abla Kammoun;Tareq Y. Al-Naffouri;Mohamed-Slim Alouini
subject: inverse moments|BLUE|Gram matrices|one sided correlation|LMMSE|linear estimation|sample covariance matrix
Year: 2016
Publisher: IEEE
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.
URI: http://localhost/handle/Hannan/176392
http://localhost/handle/Hannan/643231
ISSN: 1053-587X
1941-0476
volume: 64
issue: 10
Appears in Collections:2016

Files in This Item:
File Description SizeFormat 
7398147.pdf2.55 MBAdobe PDFThumbnail
Preview File