Optimization of Input Covariance Matrix for Multi-antenna Correlated Channels

Optimizing the input covariance matrix of a multiple-antenna transmit system with partial channelstructure feedback is an important issue to fully exploit the channel capacity. Efficient design of the optimal input covariance matrix, however, remains unavailable although its eigenvector structure was clearly revealed in a recent publication. In this paper, we obtain an explicit derivative function forming a solid basis for optimizing the optimal input covariance matrix. This new derivative expression enables us to further develop an efficient iterative algorithm for determining the optimal eigenvalues. The technique is illustrated through numerical examples.