scholarly journals High‐dimensional covariance matrix estimation using a low‐rank and diagonal decomposition

2019 ◽  
Vol 48 (2) ◽  
pp. 308-337
Author(s):  
Yilei Wu ◽  
Yingli Qin ◽  
Mu Zhu
Keyword(s):  
Covariance Matrix ◽  
Low Rank ◽  
Covariance Matrix Estimation ◽  
High Dimensional ◽  
Matrix Estimation

Sparse and Low-Rank Covariance Matrix Estimation

2014 ◽  
Vol 3 (2) ◽  
pp. 231-250 ◽  
Author(s):  
Sheng-Long Zhou ◽  
Nai-Hua Xiu ◽  
Zi-Yan Luo ◽  
Ling-Chen Kong
Keyword(s):  
Covariance Matrix ◽  
Low Rank ◽  
Covariance Matrix Estimation ◽  
Matrix Estimation

scholarly journals Channel Covariance Matrix Estimation via Dimension Reduction for Hybrid MIMO MmWave Communication Systems

Sensors ◽  
2019 ◽  
Vol 19 (15) ◽  
pp. 3368
Author(s):  
Rui Hu ◽  
Jun Tong ◽  
Jiangtao Xi ◽  
Qinghua Guo ◽  
Yanguang Yu
Keyword(s):  
Covariance Matrix ◽  
Communication Systems ◽  
Low Complexity ◽  
Low Rank ◽  
Covariance Matrix Estimation ◽  
Hardware Complexity ◽  
Matrix Estimation ◽  
Planar Arrays ◽  
Rank Matrix ◽  
Low Rank Matrix

Hybrid massive MIMO structures with lower hardware complexity and power consumption have been considered as potential candidates for millimeter wave (mmWave) communications. Channel covariance information can be used for designing transmitter precoders, receiver combiners, channel estimators, etc. However, hybrid structures allow only a lower-dimensional signal to be observed, which adds difficulties for channel covariance matrix estimation. In this paper, we formulate the channel covariance estimation as a structured low-rank matrix sensing problem via Kronecker product expansion and use a low-complexity algorithm to solve this problem. Numerical results with uniform linear arrays (ULA) and uniform squared planar arrays (USPA) are provided to demonstrate the effectiveness of our proposed method.

scholarly journals Robust Covariance Matrix Estimation in Heterogeneous Low Rank Context

2016 ◽  
Vol 64 (22) ◽  
pp. 5794-5806 ◽  
Author(s):  
Arnaud Breloy ◽  
Guillaume Ginolhac ◽  
Frederic Pascal ◽  
Philippe Forster
Keyword(s):  
Covariance Matrix ◽  
Low Rank ◽  
Covariance Matrix Estimation ◽  
Matrix Estimation

Low-Rank Structured Covariance Matrix Estimation

2019 ◽  
Vol 26 (5) ◽  
pp. 700-704
Author(s):  
Azer P. Shikhaliev ◽  
Lee C. Potter ◽  
Yuejie Chi
Keyword(s):  
Covariance Matrix ◽  
Low Rank ◽  
Covariance Matrix Estimation ◽  
Matrix Estimation
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