Eigen-Inference for Energy Estimation of Multiple Sources

DOI10.1109/TIT.2011.2109990zbMATH Open1366.62107DBLPjournals/tit/CouilletSBD11arXiv1001.3934WikidataQ57436433 ScholiaQ57436433MaRDI QIDQ5281001FDOQ5281001

Authors: R. Couillet, Jack W. Silverstein, Zhidong Bai, Mérouane Debbah 

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: In this paper, a new method is introduced to blindly estimate the transmit power of multiple signal sources in multi-antenna fading channels, when the number of sensing devices and the number of available samples are sufficiently large compared to the number of sources. Recent advances in the field of large dimensional random matrix theory are used that result in a simple and computationally efficient consistent estimator of the power of each source. A criterion to determine the minimum number of sensors and the minimum number of samples required to achieve source separation is then introduced. Simulations are performed that corroborate the theoretical claims and show that the proposed power estimator largely outperforms alternative power inference techniques.

Full work available at URL: https://arxiv.org/abs/1001.3934

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Detection theory in information and communication theory (94A13)

Cited In (7)

• No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices
• Random matrix-improved estimation of covariance matrix distances
• Spectral properties of polynomials in independent Wigner and deterministic matrices
• Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
• Random matrix theory in statistics: a review
• The random matrix regime of Maronna's M-estimator with elliptically distributed samples
• Separation of the largest eigenvalues in eigenanalysis of genotype data from discrete subpopulations

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