3 research outputs found
Eigenvalue Dynamics of a Central Wishart Matrix with Application to MIMO Systems
We investigate the dynamic behavior of the stationary random process defined
by a central complex Wishart (CW) matrix as it varies along a
certain dimension . We characterize the second-order joint cdf of the
largest eigenvalue, and the second-order joint cdf of the smallest eigenvalue
of this matrix. We show that both cdfs can be expressed in exact closed-form in
terms of a finite number of well-known special functions in the context of
communication theory. As a direct application, we investigate the dynamic
behavior of the parallel channels associated with multiple-input
multiple-output (MIMO) systems in the presence of Rayleigh fading. Studying the
complex random matrix that defines the MIMO channel, we characterize the
second-order joint cdf of the signal-to-noise ratio (SNR) for the best and
worst channels. We use these results to study the rate of change of MIMO
parallel channels, using different performance metrics. For a given value of
the MIMO channel correlation coefficient, we observe how the SNR associated
with the best parallel channel changes slower than the SNR of the worst
channel. This different dynamic behavior is much more appreciable when the
number of transmit () and receive () antennas is similar. However, as
is increased while keeping fixed, we see how the best and worst
channels tend to have a similar rate of change.Comment: 15 pages, 9 figures and 1 table. This work has been accepted for
publication at IEEE Trans. Inf. Theory. Copyright (c) 2014 IEEE. Personal use
of this material is permitted. However, permission to use this material for
any other purposes must be obtained from the IEEE by sending a request to
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