TY - JOUR
T1 - Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications
AU - Elkhalil, Khalil
AU - Kammoun, Abla
AU - Al-Naffouri, Tareq Y.
AU - Alouini, Mohamed-Slim
N1 - KAUST Repository Item: Exported on 2020-10-01
PY - 2016/2/3
Y1 - 2016/2/3
N2 - This paper addresses the development of analytical tools for the computation of the inverse moments of random Gram matrices with one side correlation. Such a question is mainly driven by applications in signal processing and wireless communications wherein such matrices naturally arise. In particular, we derive closed-form expressions for the inverse moments and show that the obtained results can help approximate several performance metrics such as the average estimation error corresponding to the Best Linear Unbiased Estimator (BLUE) and the Linear Minimum Mean Square Error (LMMSE) estimator or also other loss functions used to measure the accuracy of covariance matrix estimates.
AB - This paper addresses the development of analytical tools for the computation of the inverse moments of random Gram matrices with one side correlation. Such a question is mainly driven by applications in signal processing and wireless communications wherein such matrices naturally arise. In particular, we derive closed-form expressions for the inverse moments and show that the obtained results can help approximate several performance metrics such as the average estimation error corresponding to the Best Linear Unbiased Estimator (BLUE) and the Linear Minimum Mean Square Error (LMMSE) estimator or also other loss functions used to measure the accuracy of covariance matrix estimates.
UR - http://hdl.handle.net/10754/595583
UR - http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7398147
UR - http://www.scopus.com/inward/record.url?scp=84964362705&partnerID=8YFLogxK
U2 - 10.1109/TSP.2016.2523451
DO - 10.1109/TSP.2016.2523451
M3 - Article
SN - 1053-587X
VL - 64
SP - 2624
EP - 2635
JO - IEEE Transactions on Signal Processing
JF - IEEE Transactions on Signal Processing
IS - 10
ER -