4,225 research outputs found
Matrix-Monotonic Optimization for MIMO Systems
For MIMO systems, due to the deployment of multiple antennas at both the
transmitter and the receiver, the design variables e.g., precoders, equalizers,
training sequences, etc. are usually matrices. It is well known that matrix
operations are usually more complicated compared to their vector counterparts.
In order to overcome the high complexity resulting from matrix variables, in
this paper we investigate a class of elegant multi-objective optimization
problems, namely matrix-monotonic optimization problems (MMOPs). In our work,
various representative MIMO optimization problems are unified into a framework
of matrix-monotonic optimization, which includes linear transceiver design,
nonlinear transceiver design, training sequence design, radar waveform
optimization, the corresponding robust design and so on as its special cases.
Then exploiting the framework of matrix-monotonic optimization the optimal
structures of the considered matrix variables can be derived first. Based on
the optimal structure, the matrix-variate optimization problems can be greatly
simplified into the ones with only vector variables. In particular, the
dimension of the new vector variable is equal to the minimum number of columns
and rows of the original matrix variable. Finally, we also extend our work to
some more general cases with multiple matrix variables.Comment: 37 Pages, 5 figures, IEEE Transactions on Signal Processing, Final
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Bounds on inference
Lower bounds for the average probability of error of estimating a hidden
variable X given an observation of a correlated random variable Y, and Fano's
inequality in particular, play a central role in information theory. In this
paper, we present a lower bound for the average estimation error based on the
marginal distribution of X and the principal inertias of the joint distribution
matrix of X and Y. Furthermore, we discuss an information measure based on the
sum of the largest principal inertias, called k-correlation, which generalizes
maximal correlation. We show that k-correlation satisfies the Data Processing
Inequality and is convex in the conditional distribution of Y given X. Finally,
we investigate how to answer a fundamental question in inference and privacy:
given an observation Y, can we estimate a function f(X) of the hidden random
variable X with an average error below a certain threshold? We provide a
general method for answering this question using an approach based on
rate-distortion theory.Comment: Allerton 2013 with extended proof, 10 page
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