Eigen-Inference for Energy Estimation of Multiple Sources

DOI10.1109/TIT.2011.2109990MaRDI QIDQ5281001zbMATH OpenDBLPWikidataFDO

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)

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)

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.

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• Spectral properties of polynomials in independent Wigner and deterministic matrices
• Separation of the largest eigenvalues in eigenanalysis of genotype data from discrete subpopulations
• Random matrix-improved estimation of covariance matrix distances
• Random matrix theory in statistics: a review

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