Parameter Estimates for a Pencil of Lines: Bounds and Estimators
ECCV '02 Proceedings of the 7th European Conference on Computer Vision-Part I
Further study on MOE-based multiuser detection in unknown multipath
EURASIP Journal on Applied Signal Processing
A signal perturbation free whitening-rotation-based semiblind approach for MIMO channel estimation
IEEE Transactions on Signal Processing
A signal-perturbation-free transmit scheme for MIMO-OFDM channel estimation
IEEE Transactions on Circuits and Systems Part I: Regular Papers
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Eigenvectors of sample covariance matrices are used in a variety of statistical signal processing problems. The second-order statistics of these eigenvectors are needed to compute the variance of estimates based on these eigenvectors. Formulas for the second-order statistics of the eigenvectors have been derived in the statistical literature and are widely used. We point out a discrepancy between the statistics observed in numerical simulations and the theoretical formulas, due to the nonuniqueness of the definition of eigenvectors. We present two ways to resolve this discrepancy. The first involves modifying the theoretical formulas to match the computational results. The second involved a simple modification of the computations to make them match existing formulas