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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Bibliographische Detailangaben
Hauptverfasser: Venkatesan, Sivarama, Vihriälä, Jaakko Eino Ilmari, Myllylä, Markus, Piirainen, Olli Juhani
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.