Browsing by Subject "Covariance matrix"
Now showing items 1-13 of 13
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Article
An Algorithm for Global Maximization of Secrecy Rates in Gaussian MIMO Wiretap Channels
(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 ...
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Conference Object
Applying DINEOF algorithm on cloudy sea-surface temperature satellite data over the eastern mediterranean sea
(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, ...
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Article
Capacity of the class of MIMO channels with incomplete CDI - Properties of mutual information for a class of channels
(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 ...
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Article
Discrete-time risk-sensitive filters with on-Gaussian initial conditions and their ergodic properties
(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 ...
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Conference Object
Minimizing outage probability for a class of MIMO channels
(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 ...
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Conference Object
On optimal signaling over secure MIMO channels
(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 ...
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Conference Object
On the capacity of a class of MIMO channels subject to normed uncertainty
(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 ...
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Article
On the compound capacity of a class of MIMO channels subject to normed uncertainty
(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 ...
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Article
Optimal signaling for secure communications over Gaussian MIMO wiretap channels
(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 ...
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Conference Object
Rank-deficient solutions for optimal signaling over secure MIMO channels
(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 ...
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Article
Rank-Deficient Solutions for Optimal Signaling over Wiretap MIMO Channels
(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 ...
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Article
Two Cholesky-log-GARCH models for multivariate volatilities
(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 ...
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Conference Object
Uncertain systems: Modelling and updating
(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 ...