CLT for eigen-inference methods in cognitive radios

This article provides a central limit theorem for a consistent estimator of the population eigenvalues of a class of sample covariance matrices. An exact expression as well as an empirical and asymptotically accurate approximation of the limiting variance is also derived. These results are applied in a cognitive radio context featuring an orthogonal-CDMA primary network and a secondary network whose objective is to maximise the coverage of secondary transmissions under low probability of interference with primary users.

• Type: Journal
• Year: 2011
• Where: ICASSP
• Authors: Jianfeng Yao, Romain Couillet, Jamal Najim, Eric Moulines, Mérouane Debbah
• Keywords: Central Limit Theorem, Cognitive Radio Context, ICASSP 2011, Sample Covariance Matrices, Signal Processing