Circulant Matrices and Time-series Analysis

This paper sets forth some of the salient results in the algebra of circulant matrices which can be used in time-series analysis. It provides easy derivations of some results that are central to the analysis of statistical periodograms and empirical spectral density functions. A statistical test for the stationarity or homogeneity of empirical processes is also presented.Time-series analysis, Circulant matrices, Discrete Fourier transforms, Periodograms

Comparison of Channels: Criteria for Domination by a Symmetric Channel

This paper studies the basic question of whether a given channel $V$ can be dominated (in the precise sense of being more noisy) by a $q$-ary symmetric channel. The concept of "less noisy" relation between channels originated in network information theory (broadcast channels) and is defined in terms of mutual information or Kullback-Leibler divergence. We provide an equivalent characterization in terms of $\chi^2$-divergence. Furthermore, we develop a simple criterion for domination by a $q$-ary symmetric channel in terms of the minimum entry of the stochastic matrix defining the channel $V$. The criterion is strengthened for the special case of additive noise channels over finite Abelian groups. Finally, it is shown that domination by a symmetric channel implies (via comparison of Dirichlet forms) a logarithmic Sobolev inequality for the original channel.Comment: 31 pages, 2 figures. Presented at 2017 IEEE International Symposium on Information Theory (ISIT

Recycling Randomness with Structure for Sublinear time Kernel Expansions

We propose a scheme for recycling Gaussian random vectors into structured matrices to approximate various kernel functions in sublinear time via random embeddings. Our framework includes the Fastfood construction as a special case, but also extends to Circulant, Toeplitz and Hankel matrices, and the broader family of structured matrices that are characterized by the concept of low-displacement rank. We introduce notions of coherence and graph-theoretic structural constants that control the approximation quality, and prove unbiasedness and low-variance properties of random feature maps that arise within our framework. For the case of low-displacement matrices, we show how the degree of structure and randomness can be controlled to reduce statistical variance at the cost of increased computation and storage requirements. Empirical results strongly support our theory and justify the use of a broader family of structured matrices for scaling up kernel methods using random features

How real is your matrix?

AbstractFor scalars there is essentially just one way to define reality, real part and to measure nonreality. In this paper various ways of defining respective concepts for complex-entried matrices are considered. In connection with this, products of circulant and diagonal matrices often appear and algorithms to approximate additively and multiplicatively with them are devised. Multiplicative structures have applications, for instance, in diffractive optics, preconditioning and fast Fourier expansions

Multiple resonant multiconductor transmission line resonator design using circulant block matrix algebra

The purpose of this dissertation is to provide a theoretical model to design RF coils using multiconductor transmission line (MTL) structures for MRI applications. In this research, an MTL structure is represented as a multiport network using its port admittance matrix. Resonant conditions and closed-form solutions for different port resonant modes are calculated by solving the eigenvalue problem of port admittance matrix using block matrix algebra. A mathematical proof to show that the solution of the characteristic equation of the port admittance matrix is equivalent to solving the source side input impedance is presented. The proof is derived by writing the transmission chain parameter matrix of an MTL structure, and mathematically manipulating the chain parameter matrix to produce a solution to the characteristic equation of the port admittance matrix. A port admittance matrix can be formulated to take one of the forms depending on the type of MTL structure: a circulant matrix, or a circulant block matrix (CB), or a block circulant circulant block matrix (BCCB). A circulant matrix can be diagonalized by a simple Fourier matrix, and a BCCB matrix can be diagonalized by using matrices formed from Kronecker products of Fourier matrices. For a CB matrix, instead of diagonalizing to compute the eigenvalues, a powerful technique called “reduced dimension method� can be used. In the reduced dimension method, the eigenvalues of a circulant block matrix are computed as a set of the eigenvalues of matrices of reduced dimension. The required reduced dimension matrices are created using a combination of the polynomial representor of a circulant matrix and a permutation matrix. A detailed mathematical formulation of the reduced dimension method is presented in this thesis. With the application of the reduced dimension method for a 2n+1 MTL structure, the computation of eigenvalues for a 4n X 4n port admittance matrix is simplified to the computation of eigenvalues of 2n matrices of size 2 X 2. In addition to reduced computations, the model also facilitates analytical formulations for coil resonant conditions. To demonstrate the effectiveness of the proposed methods (2n port model and reduced dimension method), a two-step approach was adopted. First, a standard published RF coil was analyzed using the proposed models. The obtained resonant conditions are then compared with the published values and are verified by full-wave numerical simulations. Second, two new dual tuned coils, a surface coil design using the 2n port model, and a volume coil design using the reduced dimensions method are proposed, constructed, and bench tested. Their validation was carried out by employing 3D EM simulations as well as undertaking MR imaging on clinical scanners. Imaging experiments were conducted on phantoms, and the investigations indicate that the RF coils achieve good performance characteristics and a high signal-to-noise ratio in the regions of interest

Asynchronous CDMA Systems with Random Spreading-Part I: Fundamental Limits

Spectral efficiency for asynchronous code division multiple access (CDMA) with random spreading is calculated in the large system limit allowing for arbitrary chip waveforms and frequency-flat fading. Signal to interference and noise ratios (SINRs) for suboptimal receivers, such as the linear minimum mean square error (MMSE) detectors, are derived. The approach is general and optionally allows even for statistics obtained by under-sampling the received signal. All performance measures are given as a function of the chip waveform and the delay distribution of the users in the large system limit. It turns out that synchronizing users on a chip level impairs performance for all chip waveforms with bandwidth greater than the Nyquist bandwidth, e.g., positive roll-off factors. For example, with the pulse shaping demanded in the UMTS standard, user synchronization reduces spectral efficiency up to 12% at 10 dB normalized signal-to-noise ratio. The benefits of asynchronism stem from the finding that the excess bandwidth of chip waveforms actually spans additional dimensions in signal space, if the users are de-synchronized on the chip-level. The analysis of linear MMSE detectors shows that the limiting interference effects can be decoupled both in the user domain and in the frequency domain such that the concept of the effective interference spectral density arises. This generalizes and refines Tse and Hanly's concept of effective interference. In Part II, the analysis is extended to any linear detector that admits a representation as multistage detector and guidelines for the design of low complexity multistage detectors with universal weights are provided