Quadratic Forms in Random Matrices with Applications in Spectrum Sensing.

Abstract

Quadratic forms with random kernel matrices are ubiquitous in applications of multivariate statistics, ranging from signal processing to time series analysis, biomedical systems design, wireless communications performance analysis, and other fields. Their statistical characterization is crucial to both design guideline formulation and efficient computation of performance indices. To this end, random matrix theory can be successfully exploited. In particular, recent advancements in spectral characterization of finite-dimensional random matrices from the so-called polynomial ensembles allow for the analysis of several scenarios of interest in wireless communications and signal processing. In this work, we focus on the characterization of quadratic forms in unit-norm vectors, with unitarily invariant random kernel matrices, and we also provide some approximate but numerically accurate results concerning a non-unitarily invariant kernel matrix. Simulations are run with reference to a peculiar application scenario, the so-called spectrum sensing for wireless communications. Closed-form expressions for the moment generating function of the quadratic forms of interest are provided; this will pave the way to an analytical performance analysis of some spectrum sensing schemes, and will potentially assist in the rate analysis of some multi-antenna systems.