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