Matrix computations (3rd ed.)
Unitary Triangularization of a Nonsymmetric Matrix
Journal of the ACM (JACM)
An efficient approach to multivariate Nakagami-m distribution using Green's matrix approximation
IEEE Transactions on Wireless Communications
IEEE Transactions on Wireless Communications
IEEE Transactions on Wireless Communications
On multivariate Rayleigh and exponential distributions
IEEE Transactions on Information Theory
Gaussian class multivariate Weibull distributions: theory and applications in fading channels
IEEE Transactions on Information Theory
A decomposition technique for efficient generation of correlated Nakagami fading channels
IEEE Journal on Selected Areas in Communications
IEEE Journal on Selected Areas in Communications
Wireless Personal Communications: An International Journal
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New results for the multichannel Nakagami-m fading model with an arbitrary correlation matrix are presented in this paper. By using an efficient tridiagonalization method based on Householder matrices, the inverse of the Gaussian correlation matrix is transformed to tridiagonal, managing to derive a closed-form union upper bound for the joint Nakagami-m probability density function and an exact analytical expression for the moment generating function of the sum of identically distributed gamma random variables. Our analysis considers an arbitrary correlation structure, which includes as special cases the exponential, constant, circular, and linear correlation ones. Based on the proposed mathematical analysis, we obtain a tight union upper bound for the outage probability of multibranch selection diversity receivers as well as exact analytical expressions for the outage and the average error probability of multibranch maximal-ratio diversity receivers. Our analysis is verified by comparing numerically evaluated with extensive computer simulation performance evaluation results, showing the usefulness of the proposed approach.