Electrical and Computer Engineering

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New Applications of Random Matrix Theory in Signal Processing

Raj Rao Nadakuditi Assistant ProfessorUniversity of Michigan, Department of Electrical Engineering & Computer Science
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Random matrix theory is the marriage of linear algebra and probability theory. Hence, it might be expected to be useful wherever matrices arise and where randomness of these matrices plays an important role. We shall show how insights from random matrix theory can lead to new, better algorithms in signal processing and to the development of a new science of "seeing through" opaque media such as paper and eggshells.

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University of Michigan, Department of Electrical Engineering & Computer Science