Title :
Distribution of the diagonal of a 3 × 3 complex non-central Wishart matrix
Author :
Dharmawansa, Prathapasinghe ; McKay, Matthew R.
Author_Institution :
Dept. of Electron. & Comput. Eng., Hong Kong Univ. of Sci. & Technol., Hong Kong
Abstract :
This paper derives the joint density of the diagonal elements of a 3 times 3 complex non-central Wishart matrix. This distribution arises in a number of applications including synthetic aperture radar, extra-solar planet detection, and multi-antenna wireless communications. The density expression is in the form of an infinite series representation which converges rapidly and is easy to compute.
Keywords :
matrix algebra; complex noncentral Wishart matrix; density expression; diagonal elements; extra-solar planet detection; infinite series representation; joint density; multiantenna wireless communication; synthetic aperture radar; Application software; Distributed computing; Extrasolar planet; Gaussian distribution; Information theory; Multidimensional signal processing; Radar detection; Radar signal processing; Synthetic aperture radar; Wireless communication;
Conference_Titel :
Information Theory, 2008. ISIT 2008. IEEE International Symposium on
Conference_Location :
Toronto, ON
Print_ISBN :
978-1-4244-2256-2
Electronic_ISBN :
978-1-4244-2257-9
DOI :
10.1109/ISIT.2008.4595295
