CLT for eigen-inference methods in cognitive radios

Jianfeng Yao, Romain Couillet, Jamal Najim, Eric Moulines, Merouane Debbah
2011 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)  
This article provides a central limit theorem for a consistent estimator of the population eigenvalues of a class of sample covariance matrices. An exact expression as well as an empirical and asymptotically accurate approximation of the limiting variance is also derived. These results are applied in a cognitive radio context featuring an orthogonal-CDMA primary network and a secondary network whose objective is to maximise the coverage of secondary transmissions under low probability of
more » ... obability of interference with primary users.
doi:10.1109/icassp.2011.5946284 dblp:conf/icassp/YaoCNMD11 fatcat:t5w5vhnrznd7tognhiey7fgzby