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Register a new userAnalytical Derivation of the Inverse Moments of One-sided Correlated Gram Matrices with Applications
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Added by
Kammoun Abla
Publication date
2015
fields
Informatics Engineering
and research's language is
English
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This paper addresses the development of analytical tools for the computation of the 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 or also other loss functions used to measure the accuracy of covariance matrix estimates.
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This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed-form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment based-approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.
This paper studies the problem of secure communcation over the two-receiver discrete memoryless broadcast channel with one-sided receiver side information and with a passive eavesdropper. We proposed a coding scheme which is based upon the superposition-Marton framework. Secrecy techniques such as the one-time pad, Carleial-Hellman secrecy coding and Wyner serecy coding are applied to ensure individual secrecy. This scheme is shown to be capacity achieving for some cases of the degraded broadcast channel. We also notice that one-sided receiver side information provides the advantage of rate region improvement, in particular when it is available at the weaker legitimate receiver.
In this paper, we investigate upper and lower bounds on the capacity of two-user fading broadcast channels where one of the users has a constant (non-fading) channel. We use the Costa entropy power inequality (EPI) along with an optimization framework to derive upper bounds on the sum-capacity and superposition coding to obtain lower bounds on the sum-rate for this channel. For this fading broadcast channel where one channel is constant, we find that the upper and lower bounds meet under special cases, and in general, we show that the achievable sum-rate comes within a constant of the outer bound.
In this paper we study the spectrum of certain large random Hermitian Jacobi matrices. These matrices are known to describe certain communication setups. In particular we are interested in an uplink cellular channel which models mobile users experiencing a soft-handoff situation under joint multicell decoding. Considering rather general fading statistics we provide a closed form expression for the per-cell sum-rate of this channel in high-SNR, when an intra-cell TDMA protocol is employed. Since the matrices of interest are tridiagonal, their eigenvectors can be considered as sequences with second order linear recurrence. Therefore, the problem is reduced to the study of the exponential growth of products of two by two matrices. For the case where $K$ users are simultaneously active in each cell, we obtain a series of lower and upper bound on the high-SNR power offset of the per-cell sum-rate, which are considerably tighter than previously known bounds.
Quantized compressive sensing (QCS) deals with the problem of coding compressive measurements of low-complexity signals with quantized, finite precision representations, i.e., a mandatory process involved in any practical sensing model. While the resolution of this quantization clearly impacts the quality of signal reconstruction, there actually exist incompatible combinations of quantization functions and sensing matrices that proscribe arbitrarily low reconstruction error when the number of measurements increases. This work shows that a large class of random matrix constructions known to respect the restricted isometry property (RIP) is compatible with a simple scalar and uniform quantization if a uniform random vector, or a random dither, is added to the compressive signal measurements before quantization. In the context of estimating low-complexity signals (e.g., sparse or compressible signals, low-rank matrices) from their quantized observations, this compatibility is demonstrated by the existence of (at least) one signal reconstruction method, the projected back projection (PBP), whose reconstruction error decays when the number of measurements increases. Interestingly, given one RIP matrix and a single realization of the dither, a small reconstruction error can be proved to hold uniformly for all signals in the considered low-complexity set. We confirm these observations numerically in several scenarios involving sparse signals, low-rank matrices, and compressible signals, with various RIP matrix constructions such as sub-Gaussian random matrices and random partial discrete cosine transform (DCT) matrices.
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