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In this paper, we analyze statistical properties of the largest eigenvalue of correlated complex Wishart matrices. The results provide an analytical tool for the study of multiple-input multiple-output (MIMO) maximal ratio combining (MRC) systems in the presence of spatial fading correlation at the transmitter or receiver. Based on them, the exact closed-form expressions for the cumulative distribution...
In this letter, the joint probability density function (PDF) for the eigenvalues of a complex Wishart matrix and a perturbed version of it are derived. The latter version can be used to model channel estimation errors and variations over time or frequency. As an example, the joint PDF is used to calculate the transition probabilities between modulation states in an adaptive MIMO system. This leads...
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