A Novel Algorithm for the Simulation of Cross-correlated Rayleigh Fading Channels

A novel and efficient algorithm for the simulation of cross-correlated Rayleigh fading channels is proposed by investigating the channel characteristics. In the proposed algorithm, we lead the solution of coloring matrix to an optimization problem. And then, the proximal matrix Ktilde for correlation coefficient matrix K is obtained by unitary similarity transform in Frobenius norm. After the achievement of coloring matrix, linear transform to independent and identically distributed complex Gaussian random processes is implemented to simulate the correlated Rayleigh fading channels with desired cross correlation properties. The proposed algorithm has a good generality for relaxing the restriction of K to be positive definite or positive semi-definite. Also the simulation results are approximately consistent with the theoretic analysis