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The Development and Application of Random Matrix Theory in Adaptive Signal Processing in the Sample Deficient Regime

Milutin Pajovic, Ph.D., 2014
James Preisig, Advisor

This thesis studies the problems associated with adaptive signal processing in the sample deficient regime using random matrix theory. The scenarios in which the sample deficient regime arises include the cases where the number of observations available in a period over which the channel can be approximated as time-invariant, is limited (wireless communications), or the number of unknown coefficients is large compared to the number of observations (modern sensor arrays). Random matrix theory, which studies how different encodings of eigenvalues and eigenvectors of a random matrix behave, provides suitable tools for analyzing how the statistics estimated from a limited data set behave with respect to their ensemble counterparts.

The applications of adaptive signal processing considered here are (1) adaptive beamforming for spatial spectrum estimation, (2) tracking of time-varying channels and (3) equalization of time-varying channels. The thesis analyzes the performance of the considered adaptive processors when operating in the deficient sample support regime. In addition, it gains insights into behavior of different estimators based on the estimated second order statistics of the data originating from time-varying environment. Finally, it studies how to optimize the adaptive processors and algorithms so as to account for deficient sample support and improve the performance.