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EENGM0014 Mathematics for Signal Processing and
Communications
Tutorial 2
Soon Yau Cheong
University of Bristol
14 Oct 2016
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 1 / 9
Tutorial
1 Last week’s tutorial and Matlab
2 Revision on last lecture
3 Example and demonstration
4 C Programming
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 2 / 9
Similarity
Similar Matrix
If A and B are square matrices, A is similar to B if there is an invertible
matrix X such that
A = X B X−1
A and B have same characteristic polynomials hence the same eigenvalues.
Diagonalisation
If matrix A has linearly independent set of eigenvectors
A = X Λ X−1
where Λ is diagonal matrix
Diagonalisation Property
Ak
= XΛk
X−1
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 3 / 9
Spectral Decomposition
Hermitian matrix can be decomposed into
A = X Λ XH
It has:
real eigenvalues
eigenvectors corresponding to different eigenvalues are orthorgonal
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 4 / 9
Spectral Decomposition
A = XΛXH
= x1 · · · xn



λ1 0
...
0 λn






xH
1
...
xH
n



= λ1x1xH
1 + λ2x2xH
2 + ... + λnxnxH
n
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 5 / 9
Singular Value Decomposition
Any M × N matrix A can be decomposed into:
A = UΣV H
where U (M × M) and V(N × N) are unitary matrices and Σ (M × N) is
’diagonal’
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 6 / 9
Image Compression using SVD
MATLAB DEMO (run the code to see full resolution images)
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 7 / 9
MIMO
[Andrea Goldsmith, ”Wireless Communication”,2005]
Claim: We can cancel interference and restore X by performing SVD on
the channel matrix, [U,S,V]=svd(H) and
1. pre-multiplying X with V, ˆX = VX
2. multiply received signal, ˆY with UH, i.e. Y = UH ˆY
Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 8 / 9
Proof
say X = x1 x2 · · · xn
H
Y = UH ˆY
= UH
H ˆX
= UH
(UΣV H
)(VX)
= (UH
U)Σ(V H
V )X
= ΣX
=



λ1 0
...
0 λn






x1
...
xn


 =



λ1x1
...
λnxn



Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 9 / 9

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Tutorial2

  • 1. EENGM0014 Mathematics for Signal Processing and Communications Tutorial 2 Soon Yau Cheong University of Bristol 14 Oct 2016 Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 1 / 9
  • 2. Tutorial 1 Last week’s tutorial and Matlab 2 Revision on last lecture 3 Example and demonstration 4 C Programming Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 2 / 9
  • 3. Similarity Similar Matrix If A and B are square matrices, A is similar to B if there is an invertible matrix X such that A = X B X−1 A and B have same characteristic polynomials hence the same eigenvalues. Diagonalisation If matrix A has linearly independent set of eigenvectors A = X Λ X−1 where Λ is diagonal matrix Diagonalisation Property Ak = XΛk X−1 Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 3 / 9
  • 4. Spectral Decomposition Hermitian matrix can be decomposed into A = X Λ XH It has: real eigenvalues eigenvectors corresponding to different eigenvalues are orthorgonal Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 4 / 9
  • 5. Spectral Decomposition A = XΛXH = x1 · · · xn    λ1 0 ... 0 λn       xH 1 ... xH n    = λ1x1xH 1 + λ2x2xH 2 + ... + λnxnxH n Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 5 / 9
  • 6. Singular Value Decomposition Any M × N matrix A can be decomposed into: A = UΣV H where U (M × M) and V(N × N) are unitary matrices and Σ (M × N) is ’diagonal’ Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 6 / 9
  • 7. Image Compression using SVD MATLAB DEMO (run the code to see full resolution images) Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 7 / 9
  • 8. MIMO [Andrea Goldsmith, ”Wireless Communication”,2005] Claim: We can cancel interference and restore X by performing SVD on the channel matrix, [U,S,V]=svd(H) and 1. pre-multiplying X with V, ˆX = VX 2. multiply received signal, ˆY with UH, i.e. Y = UH ˆY Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 8 / 9
  • 9. Proof say X = x1 x2 · · · xn H Y = UH ˆY = UH H ˆX = UH (UΣV H )(VX) = (UH U)Σ(V H V )X = ΣX =    λ1 0 ... 0 λn       x1 ... xn    =    λ1x1 ... λnxn    Soon Yau Cheong (University of Bristol) EENGM0014 Mathematics for Signal Processing and Communications14 Oct 2016 9 / 9