ISSN:
1573-0824
Keywords:
Complex Wishart distributions
;
complex Wishart forms
;
complex multivariate statistics
;
array processing
;
adaptive beamforming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Electrical Engineering, Measurement and Control Technology
Notes:
Abstract Complex Wishart matrices are a key part of many multidimensional signal processing algorithms, and expectations of expressions containing them are needed to quantify their performance. In this paper we derive concise formulas forE{WAW},E{W −1 AW −1}, and other useful expressions, whereW follows the complex Wishart distribution andA is a deterministic matrix.A need not be symmetric. We show how the results can be used to quantify the performance of adaptive array processing algorithms.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00980709
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