Digital Signal Processing Reference
In-Depth Information
M
M diagonal matrix Σ f has positive diagonal elements. Recall also that the
channel SVD is
×
V h
P×P
H =
U h
Σ h
(19 . 31)
J×J
J×P
Since this has to have rank
M (in view of Eq. (19.13)), we can assume the
first M dominant singular values are positive:
σ h, 0
σ h, 1
...
σ h,M− 1 > 0 .
Thus, the determinant in Eq. (19.24) can be written as
=d t
0 ] U f V h Σ h Σ h V h U f Σ f
det
F H HF
V f
V f [ Σ f
0
=d t [ Σ f
,
0 ] U f V h Σ h Σ h V h U f Σ f
0
where we have used the fact that det [ V f BV f ]=det B because V f is a square
unitary matrix. From the preceding we finally obtain the expression
=det
,
det
Σ f
U f V h Σ h Σ h V h U f
F H HF
(19 . 32)
M
where [ A ] M indicates the M
×
M leading principal submatrix of
A = U f V h Σ h Σ h V h U f .
(19 . 33)
We will establish the desired lower bound on the right-hand side of Eq. (19.24)
by establishing an upper bound on Eq. (19.32). Since U f V h is unitary, the
eigenvalues of the P
P matrix A are the diagonal elements of Σ h Σ h , namely
×
σ h, 0
σ h, 1
σ h,M− 1
σ h,P− 1 .
...
...
(19 . 34)
Let
η 0
η 1
...
η M− 1 > 0
(19 . 35)
be the M eigenvalues of [ A ] M (evidently positive since this matrix has rank
M ). We now use the same technique that we used in Sec. 12.4.2, namely the
eigenvalue interlace property described in Fig. 12.4. Thus
σ h,k ≥ η k ,
0 ≤ k ≤ M − 1 .
(19 . 36)
Since the determinant is the product of eigenvalues, we therefore have
det
=
M− 1
M− 1
F H HF
σ f,k η k
σ f,k σ h,k ,
(19 . 37)
k =0
k =0
Search WWH ::




Custom Search