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arXiv 0801.1736cs.ITmath.IT
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高维信号Wiener滤波器输出端SNR的中心极限定理

A Central Limit Theorem for the SNR at the Wiener Filter Output for Large Dimensional Signals

Abla Kammoun, Malika Kharouf, Walid Hachem, Jamal Najim

摘要:

考虑二次型$β= {\bf y}^* ({\bf YY}^* + ρ{\bf I})^{-1} {\bf y}$,其中$ρ$是正数,其中${\bf y}$是随机向量,${\bf Y}$是$N \times K$随机矩阵,两者都具有方差不同的独立元素,并且其中${\bf y}$和${\bf Y}$是独立的。这种二次形式表示在无线通信和阵列处理中经常遇到的多维信号的线性维纳接收器的输出处的信噪比。利用随机矩阵理论的已知结果,二次型$β$可以在渐近状态下用已知的确定性实数$\barβ_K$近似,其中$K\to\infty$和$K/N \to α> 0$。本文讨论$β$的收敛性问题。更具体地,这里示出了对于大的$K$,$\sqrt{K}(β- \barβ_K)$表现为像提供方差的高斯随机变量。

英文摘要:

Consider the quadratic form $β= {\bf y}^* ({\bf YY}^* + ρ{\bf I})^{-1} {\bf y}$ where $ρ$ is a positive number, where ${\bf y}$ is a random vector and ${\bf Y}$ is a $N \times K$ random matrix both having independent elements with different variances, and where ${\bf y}$ and ${\bf Y}$ are independent. Such quadratic forms represent the Signal to Noise Ratio at the output of the linear Wiener receiver for multi dimensional signals frequently encountered in wireless communications and in array processing. Using well known results of Random Matrix Theory, the quadratic form $β$ can be approximated with a known deterministic real number $\barβ_K$ in the asymptotic regime where $K\to\infty$ and $K/N \to α> 0$. This paper addresses the problem of convergence of $β$. More specifically, it is shown here that $\sqrt{K}(β- \barβ_K)$ behaves for large $K$ like a Gaussian random variable which variance is provided.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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