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
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
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页码:263 / 279
页数:17
相关论文
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WOODING RA, 1956, BIOMETRIKA, V43, P212