Optimization of MIMO Systems Capacity Using Large Random Matrix Methods

Autor: Philippe Loubaton, Florian Dupuy

Publikováno v: Entropy, Vol 14, Iss 11, Pp 2122-2142 (2012)

This paper provides a comprehensive introduction of large random matrix methods for input covariance matrix optimization of mutual information of MIMO systems. It is first recalled informally how large system approximations of mutual information can

Externí odkaz: https://doaj.org/article/0070990c173f403a9bebca912b308611

On the Limit Distribution of the Canonical Correlation Coefficients Between the Past and the Future of a High-Dimensional White Noise

Autor: D. Tieplova, Philippe Loubaton, Leonid Pastur

Publikováno v: ICASSP

It is shown that the distribution of the estimated canonical correlation coefficients between the past and the future of a high-dimensional multivariate white noise sequence converges almost surely towards a limit distribution whose density is given

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f40653d64092cf6113c7c89987fd4d17
https://doi.org/10.1109/icassp40776.2020.9053626

On the detection of low rank matrices in the high-dimensional regime

Autor: Antoine Chevreuil, Philippe Loubaton

Publikováno v: EUSIPCO
EUSIPCO, Sep 2018, Rome, Italy

We address the detection of a low rank $n\times n$deterministic matrix $\mathbf{X}_{0}$ from the noisy observation ${\bf X}_{0}+{\bf Z}$ when $n\to\infty$, where ${\bf Z}$ is a complex Gaussian random matrix with independent identically distributed $

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8abb4a618dbd1b177bc873811cd7c8a8
https://hal.archives-ouvertes.fr/hal-01798530v2/document

Spectral Convergence of Large Block-Hankel Gaussian Random Matrices

Autor: Philippe Loubaton, Xavier Mestre

Publikováno v: Colombo F., Sabadini I., Struppa D., Vajiac M. (eds) Advances in Complex Analysis and Operator Theory. Trends in Mathematics. Birkhäuser, Cham
Colombo F., Sabadini I., Struppa D., Vajiac M. (eds) Advances in Complex Analysis and Operator Theory. Trends in Mathematics. Birkhäuser, Cham, 2017
Trends in Mathematics ISBN: 9783319623610

This paper studies the behaviour of the empirical eigenvalue distribution of large random matrices W_N W_N* where W_N is a ML x N matrix, whose M block lines of dimensions L x N are mutually independent Hankel matrices constructed from complex Gaussi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8605187d084d2a52e15054715ec63dfa

On the behaviour of the estimated fourth-order cumulants matrix of a high-dimensional gaussian white noise

Autor: Pierre Gouédard, Philippe Loubaton

Publikováno v: LVA-ICA
LVA-ICA, Feb 2017, Grenoble, France
Latent Variable Analysis and Signal Separation ISBN: 9783319535463
LVA/ICA

This paper is devoted to the study of the traditional estimator of the fourth-order cumulants matrix of a high-dimensional multivariate Gaussian white noise. If M represents the dimension of the noise and N the number of available observations, it is

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f6acc64855e19d00e2c76763bfb5981
https://hal-upec-upem.archives-ouvertes.fr/hal-01616290