Minimum Eigenvalue Based Covariance Matrix Estimation with Limited Samples

by   Jing Qian, et al.
HUAWEI Technologies Co., Ltd.

In this paper, we consider the interference rejection combining (IRC) receiver, which improves the cell-edge user throughput via suppressing inter-cell interference and requires estimating the covariance matrix including the inter-cell interference with high accuracy. In order to solve the problem of sample covariance matrix estimation with limited samples, a regularization parameter optimization based on the minimum eigenvalue criterion is developed. It is different from traditional methods that aim at minimizing the mean squared error, but goes straight at the objective of optimizing the final performance of the IRC receiver. A lower bound of the minimum eigenvalue that is easier to calculate is also derived. Simulation results demonstrate that the proposed approach is effective and can approach the performance of the oracle estimator in terms of the mutual information metric.


Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach

This paper is concerned with optimizing the global minimum-variance port...

Linear pooling of sample covariance matrices

We consider covariance matrix estimation in a setting, where there are m...

The Oracle estimator is suboptimal for global minimum variance portfolio optimisation

A common misconception is that the Oracle eigenvalue estimator of the co...

Sequential Inverse Approximation of a Regularized Sample Covariance Matrix

One of the goals in scaling sequential machine learning methods pertains...

Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature sp...

The Source Model Towards Maximizing The Output Signal-To-Interference Ratio For Independent Vector Analysis

In this paper, the optimal source model for the independent vector analy...

Estimation of Covariance Matrix of Interference for Secure Spatial Modulation against a Malicious Full-duplex Attacker

In a secure spatial modulation with a malicious full-duplex attacker, ho...

Please sign up or login with your details

Forgot password? Click here to reset