EIGEN DECOMPOSITION BY GRADIENT ASCENT
This specification relates to systems and methods for determining eigenvalues and eigenvectors of a covariance matrix, for example for use in eigen-beamforming in MIMO systems. According to a first aspect of this specification, there is describes a method comprising: receiving an input covariance ma...
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Format: | Patent |
Sprache: | eng ; fre ; ger |
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Zusammenfassung: | This specification relates to systems and methods for determining eigenvalues and eigenvectors of a covariance matrix, for example for use in eigen-beamforming in MIMO systems. According to a first aspect of this specification, there is describes a method comprising: receiving an input covariance matrix; and determining one or more eigenvalues and/or eigenvectors of the matrix iteratively using gradient ascent, wherein each iteration of the gradient ascent has a step size, µ, that maximises a Rayleigh quotient along the gradient. |
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