In this paper, we derive a closed-form expression for the inverse moments of one sided-correlated random Gram matrices. Such a question is mainly motivated by applications in signal processing and wireless communications for which evaluating this quantity is a question of major interest. This is for instance the case of the best linear unbiased estimator, in which the average estimation error corresponds to the first inverse moment of a random Gram matrix.
|Original language||English (US)|
|Title of host publication||2016 IEEE International Symposium on Information Theory (ISIT)|
|Publisher||Institute of Electrical and Electronics Engineers (IEEE)|
|Number of pages||5|
|State||Published - Aug 15 2016|