SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Complex Singular Wishart Matrices and Multiple-Antenna Systems

Author(s)

Tharmalingam Ratnarajah

Queen's University of Belfast

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Abstract

In this paper, complex singular Wishart matrices and their applications are investigated. In particular, a volume element on the space of positive semidefinite m\times m Hermitian matrices of rank n<m is introduced and some transformation properties are established. The Jacobian for the change of variables in the singular value decomposition of general m\times n complex matrices is derived. Then the density functions are formulated for all rank n complex singular Wishart distributions. From this, the joint eigenvalue densities of low rank complex Wishart matrices are derived. Finally, using these densities spatially correlated multiple-antenna Rayleigh channel capacities are evaluated.