Math Problem Statement
Define a unitary matrix $\mathbf{U}=\left[\mathbf{u}_1, \mathbf{u}_2, \ldots, \mathbf{u}_N\right] \in$ $\mathbb{U}(N)$, where $\mathbb{U}(N)$ denotes the unitary group of degree $N$. $$ \mathbf{x}=\mathrm{U}[s_1,s_2,\cdots,s_N]^T $$ where $s_1,s_2,\cdots,s_N$ are independent and equally distributed but not Gaussian random variables with an expectation of 0 , and $$ \mathbb{E}\left(\left|s_n\right|^2\right)=1, \quad \forall n $$ $$ \mathbb{E}\left(s_n\right)=0, \quad \mathbb{E}\left(s_n^2\right)=0, \quad \forall n $$ $$ \mu_4 \triangleq \mathbb{E}\left(\left|s_n\right|^4\right) $$. $$ \tilde{r}_k=\mathrm{x}^H \tilde{\mathbf{J}}_k \mathrm{x}=\tilde{r}_{-k}^*, \quad k=0,1, \ldots, N-1 $$ where $\tilde{\mathbf{J}}_k$ is defined as the $k$ th periodic shift matrix, given as $$ \tilde{\mathbf{J}}_k=\left[\begin{array}{cc} 0 & \mathbf{I}_{N-k} \\ \mathbf{I}_k & 0 \end{array}\right] $$ and $$ \tilde{\mathbf{J}}_{-k}=\tilde{\mathbf{J}}_k^T=\left[\begin{array}{cc} 0 & \mathbf{I}_k \\ \mathbf{I}_{N-k} & 0 \end{array}\right] $$ $$ \mathrm{EISL}=\sum_{k=1}^{N-1} \mathbb{E}\left(\left|\tilde{r}_k\right|^2\right)=\sum_{k=1}^{N-1} \mathbb{E}\left(\left|\mathbf{s}^H \mathbf{U}^H \tilde{\mathbf{J}}_k \mathbf{U s}\right|^2\right) $$ To prove that $$ \sum_{k=1}^{N-1} \mathbb{E}\left(\left|\tilde{r}_k\right|^2\right)=N(N-1)+\left(\mu_4-2\right) N(\left\|\mathbf{F}_N \mathbf{U}\right\|_4^4-1) $$
Solution
Ask a new question for Free
By Image
Drop file here or Click Here to upload
Math Problem Analysis
Mathematical Concepts
Unitary matrices
Random variables
Expectation
Periodic shift matrices
Formulas
Expectation of random variables
Theorems
-
Suitable Grade Level
Advanced Mathematics
Related Recommendation
Relation between EISL and Unitary Matrices Explained
Verification of Vector Property: ||-2U|| = 2||U|| for Vector U=(-5,3,1)
Verify the Equality \( \| -2\mathbf{U} \| = 2\|\mathbf{U}\| \)
Determining n-Tuples in Vector Expressions Involving Dot Products
Analysis of Normal Distributions: Solving for L2 in Mechanical Problem