Abstract
In this paper, we derive a closed-form expression for the inverse moments of one sided-correlated random Gram matrices. Such a question is mainly motivated by applications in signal processing and wireless communications for which evaluating this quantity is a question of major interest. This is for instance the case of the best linear unbiased estimator, in which the average estimation error corresponds to the first inverse moment of a random Gram matrix.
Original language | English (US) |
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Title of host publication | 2016 IEEE International Symposium on Information Theory (ISIT) |
Publisher | Institute of Electrical and Electronics Engineers (IEEE) |
Pages | 2174-2178 |
Number of pages | 5 |
ISBN (Print) | 9781509018062 |
DOIs | |
State | Published - Aug 15 2016 |
Bibliographical note
KAUST Repository Item: Exported on 2020-10-01Acknowledged KAUST grant number(s): ORS#2221
Acknowledgements: This work was funded by a CRG3 grant ORS#2221 from the Office of Competitive Research (OCRF) at King Abdullah University of Science and Technology (KAUST).