LARGE INFORMATION PLUS NOISE RANDOM MATRIX MODELS AND CONSISTENT SUBSPACE ESTIMATION IN LARGE SENSOR NETWORKS

DOI10.1142/S2010326311500067zbMath1248.15029arXiv1106.5119MaRDI QIDQ2884853

Walid Hachem, Xavier Mestre, Pascal Vallet, Philippe Loubaton, Jamal Najim

Publication date: 18 May 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5119

zbMATH Keywords

consistency; regularization; quadratic form; covariance matrix; Poincaré inequality; singular values; random matrix models; MUSIC; localization of the eigenvalues; subspace estimation; Gaussian information plus noise matrix; information plus noise model; large sensor networks

Mathematics Subject Classification ID

62F10: Point estimation

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

15A18: Eigenvalues, singular values, and eigenvectors

15B52: Random matrices (algebraic aspects)

62J10: Analysis of variance and covariance (ANOVA)

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