Exact ZF Analysis and Computer-Algebra-Aided Evaluation in Rank-1 LoS Rician Fading

We study zero-forcing detection (ZF) for multiple-input/multiple-output (MIMO) spatial multiplexing under transmit-correlated Rician fading for an N_R X N_T channel matrix with rank-1 line-of-sight (LoS) component. By using matrix transformations and multivariate statistics, our exact analysis yields the signal-to-noise ratio moment generating function (m.g.f.) as an infinite series of gamma distribution m.g.f.'s and analogous series for ZF performance measures, e.g., outage probability and ergodic capacity. However, their numerical convergence is inherently problematic with increasing Rician K-factor, N_R , and N_T. We circumvent this limitation as follows. First, we derive differential equations satisfied by the performance measures with a novel automated approach employing a computer-algebra tool which implements Groebner basis computation and creative telescoping. These differential equations are then solved with the holonomic gradient method (HGM) from initial conditions computed with the infinite series. We demonstrate that HGM yields more reliable performance evaluation than by infinite series alone and more expeditious than by simulation, for realistic values of K , and even for N_R and N_T relevant to large MIMO systems. We envision extending the proposed approaches for exact analysis and reliable evaluation to more general Rician fading and other transceiver methods.Comment: Accepted for publication by the IEEE Transactions on Wireless Communications, on April 7th, 2016; this is the final revision before publicatio

Superstatistical generalisations of Wishart-Laguerre ensembles of random matrices

Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalized Wishart–Laguerre ensembles of random matrices with Dyson index β = 1, 2 and 4. The entries of the data matrix are Gaussian random variables whose variances η fluctuate from one sample to another according to a certain probability density f(η) and a single deformation parameter γ. Three superstatistical classes for f(η) are usually considered: χ2-, inverse χ2- and log-normal distributions. While the first class, already considered by two of the authors, leads to a power-law decay of the spectral density, we here introduce and solve exactly a superposition of Wishart–Laguerre ensembles with inverse χ2-distribution. The corresponding macroscopic spectral density is given by a γ-deformation of the semi-circle and Marčenko–Pastur laws, on a non-compact support with exponential tails. After discussing in detail the validity of Wigner's surmise in the Wishart–Laguerre class, we introduce a generalized γ-dependent surmise with stretched-exponential tails, which well approximates the individual level spacing distribution in the bulk. The analytical results are in excellent agreement with numerical simulations. To illustrate our findings we compare the χ2- and inverse χ2-classes to empirical data from financial covariance matrices

Performance Tradeoffs for Networked Jump Observer-Based Fault Diagnosis

Print Request Permissions In this paper, we address the fault diagnosis problem for discrete-time multi-sensor systems over communication networks with measurement dropouts. We use the measurement outcomes to model the measurement reception scenarios. Based on this, we propose the use of a jump observer to diagnose multiple faults. We model the faults as slow time-varying signals and introduce this dynamic in the observer to estimate the faults and to generate a residual. The fault detection is assured by comparing the residual signal with a prescribed threshold. We design the jump observer, the residual and the threshold to attain disturbance attenuation, fault tracking and detection conditions and a given false alarm rate. The false alarm rate is upper bounded by means of Markov's inequality. We explore the tradeoffs between the minimum detectable faults, the false alarm rate and the response time to faults of the fault diagnoser. By imposing the disturbances and measurement noises to be Gaussian, we tighten the false alarm rate bound which improves the time needed to detect a fault. A numerical example is provided to illustrate the effectiveness of the theory developed in the paper