Eigenanalysis of Autocorrelation Matrices in the Presence of Noncentral and Signal-Dependent Noise

Abstract—We present approximations for eigenvalues of autocorrelation matrices in the presence of noncentral and signal-dependent noise as a function of eigenvalues of noiseless input. We derive error bounds for the approximations and discuss their properties. The results of the eigenanalysis are applied to the study of first-order polarization mode dispersion for optical systems. The simulation results demonstrate a good match between the approximated and true eigenvalues. Index Terms—Autocorrelation matrix, eigenanalysis, noncentral and signal-dependent noise