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2007 IEEE International Symposium on Information Theory 2007
DOI: 10.1109/isit.2007.4557490
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Free Deconvolution for Signal Processing Applications

Abstract: Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing the asymptotic behaviour of many systems. It will be shown how free probability can be used to aid in source detection for certain systems. Sample covariance matrices for systems with noise are the starting point in our source detection problem. Multiplicative free deconvol… Show more

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Cited by 50 publications
(66 citation statements)
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References 31 publications
(77 reference statements)
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“…Hence, classical signal processing tools (to calculate statistics such as the covariance from which one extracts information in the case of Gaussian signals) which are based on asymptotics can not cope anymore with the limited time opportunity which is left to understand the network. Recent results on free deconvolution [33] have been quite successfully applied in recent works [34] to extract information (where the information was related solely to the eigenvalues of the random network) for very simple models, i.e. the case where network is unitarily invariant (meaning that basically, some kind of invariance or symmetry in the problem).…”
Section: Iv-c the Statistical Inference Foundationsmentioning
confidence: 99%
“…Hence, classical signal processing tools (to calculate statistics such as the covariance from which one extracts information in the case of Gaussian signals) which are based on asymptotics can not cope anymore with the limited time opportunity which is left to understand the network. Recent results on free deconvolution [33] have been quite successfully applied in recent works [34] to extract information (where the information was related solely to the eigenvalues of the random network) for very simple models, i.e. the case where network is unitarily invariant (meaning that basically, some kind of invariance or symmetry in the problem).…”
Section: Iv-c the Statistical Inference Foundationsmentioning
confidence: 99%
“…As recently shown in [6], [8], Free deconvolution relates the eigenvalue distribution of the covariance matrix (μ YY H ) with the eigenvalue distribution of the Vandermonde matrix (μ VV H ) as…”
Section: Moments Approachmentioning
confidence: 99%
“…In this paper, we provide a way to estimate the distribution of the sensors in noisy environments without any communication between the sensors. The results are based on the recent framework of free deconvolution [10], [6], [7] and asymptotic Vandermonde random matrix theory [8]. Interestingly, although the result are valid in the asymptotic regime, simulations using realistic random distribution deployment of sensors show the adequacy of the approach.…”
Section: Introductionmentioning
confidence: 99%
“…Definition 1: A family of unital -subalgebras will be called a free family if (6) A family of random variables are said to be free if the algebras they generate form a free family.…”
Section: Framework For Free Convolutionmentioning
confidence: 99%
“…In [4], Dozier and Silverstein explain how one can use the eigenvalue distribution of to estimate the eigenvalue distribution of by solving a given equation. In [5] and [6], we provided an algorithm for passing between the two, using the concept of multiplicative free convolution, which admits a convenient implementation. The implementation performs free convolution exactly based solely on moments.…”
mentioning
confidence: 99%