Complex Noncentral Wishart
نویسندگان
چکیده
This paper derives new simplified analytical cumulative density functions for the eigenvalues of complex noncentral Wishart matrix of size 2 × 2. Such distributions are often encountered in Multiple Input Multiple Output (MIMO) Ricean channels. The results derived herein are general for any arbitrary non-centrality matrix, and they account the cases having identical or non-identical eigenvalues of the underlying non-centrality matrix. When compared to the generalized distribution recently found in literature which only treated the case of non-identical eigenvalue of the non-centrality matrix, the expressions presented in this paper exhibit a larger parameters range to which the numerical calculation remains computationally viable.
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