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Many algorithms for transmission in multiple input multiple output (MIMO) communication systems rely on second order statistics of the channel realizations. The problem of estimating such second order statistics of MIMO channels, based on limited amounts of training data, is treated in this article. It is assumed that the Kronecker model holds. This implies that the channel covariance is the Kronecker...
Subspace methods for identification of linear time-invariant dynamical systems typically consist of two main steps. First, a so-called subspace estimate is constructed. This first step usually consists of estimating the range space of the extended observability matrix. Secondly, an estimate of system parameters is obtained, based on the subspace estimate. In this paper, the consistency of a large...
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