TY - JOUR
T1 - Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications
AU - Elkhalil, Khalil
AU - Kammoun, Abla
AU - Al-Naffouri, Tareq Y.
AU - Alouini, Mohamed-Slim
N1 - KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: This work was funded by a CRG3 grant from the office of competitive research (OCRF) at KAUST.
PY - 2017/7/31
Y1 - 2017/7/31
N2 - This paper focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed-form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment based-approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.
AB - This paper focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed-form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment based-approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.
UR - http://hdl.handle.net/10754/625287
UR - http://ieeexplore.ieee.org/document/7994691/
UR - http://www.scopus.com/inward/record.url?scp=85028935728&partnerID=8YFLogxK
U2 - 10.1109/LSP.2017.2731373
DO - 10.1109/LSP.2017.2731373
M3 - Article
SN - 1070-9908
VL - 24
SP - 1353
EP - 1357
JO - IEEE Signal Processing Letters
JF - IEEE Signal Processing Letters
IS - 9
ER -