EXPECTATIONS OF USEFUL COMPLEX WISHART FORMS

被引：82

作者：

TAGUE, JA ^{[1
]}

CALDWELL, CI ^{[1
]}

机构：

[1] PENN STATE UNIV,GRAD PROGRAM ACOUST,UNIV PK,PA 16802

来源：

MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING | 1994年 / 5卷 / 03期

关键词：

COMPLEX WISHART DISTRIBUTIONS; COMPLEX WISHART FORMS; COMPLEX MULTIVARIATE STATISTICS; ARRAY PROCESSING; ADAPTIVE BEAMFORMING;

D O I：

10.1007/BF00980709

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

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 for E{WAW}, E{W-1AW-1}, and other useful expressions, where W follows the complex Wishart distribution and A 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.

引用

页码：263 / 279

页数：17

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