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The Haar measure and the generation of random unitary matrices
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.
Chalmers University of Technology, Department of Signals and Systems.
2004 (English)In: 2004 IEEE Sensor Array and Multichannel Signal Processing Workshop: 18 - 21 July 2004, Barcelona, Spain, Piscataway, NJ ;: IEEE Communications Society, 2004, p. 114-118Conference paper, Published paper (Refereed)
Abstract [en]

This paper derives the Haar measure over the set of unitary matrices. The Haar measure is essential when studying the statistical behavior of complex sample covariance matrices in terms of their eigenvalues and eigenvectors. The characterization is based on Murnaghans parameterization of unitary matrices which can be seen as a generalization of the representation of orthogonal matrices using Givens rotations. In addition to deriving the Haar measure, an efficient method to obtain samples from it is also presented

Place, publisher, year, edition, pages
Piscataway, NJ ;: IEEE Communications Society, 2004. p. 114-118
National Category
Signal Processing
Research subject
Signal Processing
Identifiers
URN: urn:nbn:se:ltu:diva-31088DOI: 10.1109/SAM.2004.1502919Scopus ID: 28244477562Local ID: 5264da90-1beb-11df-be83-000ea68e967bISBN: 0-7803-8545-4 (print)OAI: oai:DiVA.org:ltu-31088DiVA, id: diva2:1004318
Conference
IEEE Sensor Array and Multichannel Signal Processing Workshop : 18/07/2004 - 21/07/2004
Note
Godkänd; 2004; 20100217 (andbra)Available from: 2016-09-30 Created: 2016-09-30 Last updated: 2017-11-25Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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Language
  • de-DE
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  • nn-NB
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  • Other locale
More languages
Output format
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  • asciidoc
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