Title :
Eigenanalysis of autocorrelation matrices in the presence of noncentral and signal-dependent noise
Author :
Wei Wang ; Adali, T.
Author_Institution :
Dept. of Comput. Sci. & Electr. Eng., Univ. of Maryland Baltimore County, MD, USA
Abstract :
We present approximations for eigenvalues of autocorrelation matrices in the presence of noncentral and signal-dependent noise as a function of eigenvalues of noiseless input. We derive error bounds for the approximations and discuss their properties. The results of the eigenanalysis are applied to the study of first-order polarization mode dispersion for optical systems. The simulation results demonstrate a good match between the approximated and true eigenvalues.
Keywords :
correlation theory; eigenvalues and eigenfunctions; matrix algebra; noise; optical fibre communication; optical fibre dispersion; optical fibre polarisation; signal processing; autocorrelation matrices; eigenanalysis; eigenvalues; error bounds; first-order polarization mode dispersion; noncentral-signal-dependent noise; optical communication systems; Additive noise; Autocorrelation; Convergence; Eigenvalues and eigenfunctions; Optical fiber communication; Optical filters; Optical noise; Polarization mode dispersion; Statistics; Autocorrelation matrix; eigenanalysis; noncentral and signal-dependent noise;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2004.840913
