The pseudo-Wishart distribution and its application to MIMO systems

Abstract

The pseudo-Wishart distribution arises when a Hermitian matrix generated from a complex Gaussian ensemble is not full-rank. It plays an important role in the analysis of communication systems using diversity in Rayleigh fading. However, it has not been extensively studied like the Wishart distribution. Here, we derive some key aspects of the complex pseudo-Wishart distribution. Pseudo-Wishart and Wishart distributions are treated as special forms of a Wishart-type distribution of a random Hermitian matrix generated from independent zero-mean complex Gaussian vectors with arbitrary covariance matrices. Using a linear algebraic technique, we derive an expression for the probability density function (p.d.f.) of a complex pseudo-Wishart distributed matrix, both for the independent and identically distributed (i.i.d.) and non-i.i.d. Gaussian ensembles. We then analyze the pseudo-Wishart distribution of a rank-one Hermitian matrix. The distribution of eigenvalues of Wishart and pseudo-Wishart matrices is next considered. For a matrix generated from an i.i.d. Gaussian ensemble, we obtain an expression for the characteristic function (cf) of eigenvalues in terms of a sum of determinants. We present applications of these results to the analysis of multiple-input multiple-output (MIMO) systems. The purpose of this work is to make researchers aware of the pseudo-Wishart distribution and its implication in the case of MIMO systems in Rayleigh fading, where the transmitted signals are independent but the received signals are correlated. The results obtained provide a powerful analytical tool for the study of MIMO systems with correlated received signals, like systems using diversity and optimum combining, space-time systems, and multiple-antenna systems.