Browsing by Subject "Covariance matrix"

Now showing items 1-13 of 13

    • Article  

      An Algorithm for Global Maximization of Secrecy Rates in Gaussian MIMO Wiretap Channels 

      Loyka, S.; Charalambous, Charalambos D. (2015)
      Optimal signaling for secrecy rate maximization in Gaussian MIMO wiretap channels is considered. While this channel has attracted a significant attention recently and a number of results have been obtained, including the ...
    • Conference Object  

      Applying DINEOF algorithm on cloudy sea-surface temperature satellite data over the eastern mediterranean sea 

      Nikolaidis, A.; Georgiou, Georgios C.; Hadjimitsis, D.; Akylas, Evangelos (2013)
      Data Interpolating Empirical Orthogonal Functions (DINEOF) is a special technique which is based on Empirical Orthogonal Functions (EOF) in order to reconstruct missing data from satellite images. It is an innovative method, ...
    • Article  

      Capacity of the class of MIMO channels with incomplete CDI - Properties of mutual information for a class of channels 

      Charalambous, Charalambos D.; Denic, S. Z.; Constantinou, C. (2009)
      This paper is concerned with multiple-input multiple-output (MIMO) wireless channel capacity, when the probability distribution of the channel matrix p(H) is not completely known to the transmitter and the receiver. The ...
    • Article  

      Discrete-time risk-sensitive filters with on-Gaussian initial conditions and their ergodic properties 

      Dey, S.; Charalambous, Charalambos D. (2001)
      We study asymptotic stability properties of risk-sensitive filters with respect to their initial conditions. We consider a linear time-invariant systems with initial conditions that are not necessarily Gaussian. We show ...
    • Conference Object  

      Minimizing outage probability for a class of MIMO channels 

      Charalambous, Charalambos D.; Ioannou, I. (2009)
      In this paper we investigate the outage probability of Multiple-Input Multiple-Output (MIMO) channels, when the probability distribution of the channel gains is not completely known to the transmitter and receiver. The ...
    • Conference Object  

      On optimal signaling over secure MIMO channels 

      Loyka, S.; Charalambous, Charalambos D. (2012)
      Optimal signalling over the wire-tap MIMO Gaussian channel is studied under the total transmit power constraint. A direct proof of the necessary condition of optimality (signaling on the positive directions of the difference ...
    • Conference Object  

      On the capacity of a class of MIMO channels subject to normed uncertainty 

      Loyka, S.; Charalambous, Charalambos D. (2008)
      The compound capacity of uncertain MIMO channels is considered, when the channel is modeled by a class described by an induced norm constraint. Within this framework, two types of classes are investigated, namely, additive ...
    • Article  

      On the compound capacity of a class of MIMO channels subject to normed uncertainty 

      Loyka, S.; Charalambous, Charalambos D. (2012)
      The compound capacity of uncertain multiple-input multiple-output channels is considered, when the channel is modeled by a class described by a (known) nominal channel and a constrained-norm (unknown) uncertainty. Within ...
    • Article  

      Optimal signaling for secure communications over Gaussian MIMO wiretap channels 

      Loyka, S.; Charalambous, Charalambos D. (2016)
      Optimal signaling over the Gaussian multiple-input multiple-output wire-tap channel is studied under the total transmit power constraint. A closed-form solution for an optimal transmit covariance matrix is obtained when ...
    • Conference Object  

      Rank-deficient solutions for optimal signaling over secure MIMO channels 

      Loyka, S.; Charalambous, Charalambos D. (Institute of Electrical and Electronics Engineers Inc., 2014)
      Capacity-achieving signaling strategies for the Gaussian wiretap MIMO channel are investigated without the degradedness assumption. In addition to known solutions, a number of new rank-deficient solutions for the optimal ...
    • Article  

      Rank-Deficient Solutions for Optimal Signaling over Wiretap MIMO Channels 

      Loyka, S.; Charalambous, Charalambos D. (2016)
      Capacity-achieving signaling strategies for the Gaussian wiretap multiple-input multple-output (MIMO) channel are investigated without the degradedness assumption. In addition to known solutions, a number of new rank-deficient ...
    • Article  

      Two Cholesky-log-GARCH models for multivariate volatilities 

      Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, M. (2015)
      Parsimonious estimation of high-dimensional covariance matrices is of fundamental importance in multivariate statistics. Typical examples occur in finance, where the instantaneous dependence among several asset returns ...
    • Conference Object  

      Uncertain systems: Modelling and updating 

      Kyprianou, Andreas; Mottershead, J. E. (Affiliation: Departament of Mechanical and Manufacturing Engineering, University of Cyprus, 1678, Nicosia, PortugalAffiliation: Department of Engineering, University of Liverpool, L69 3GH, Liverpool, United KingdomCorrespondence Address: Kyprianou, A.Departament of Mechanical and Manufacturing Engineering, University of Cyprus, 1678, Nicosia, Portugalemail: akyp@ucy.ac.cy, 2011)
      In this article a new method, which relies on the concept of density matrix, for modelling un- certain vibrating structures is presented. The density matrix is defined as the product of the normalized to unity mode shape ...