Computes the correlation matrix distance between two correlation matrices
First correlation matrix
Second correlation matrix
Returns the correlation matrix distance, which is a value between 0 and 1. The correlation matrix distance becomes zero for equal correlation matrices and unity if they differ to a maximum extent.
Claus Ekstrom [email protected]
Herdin, M., and Czink, N., and Ozcelik, H., and Bonek, E. (2005). Correlation matrix distance, a meaningful measure for evaluation of non-stationary mimo channels. IEEE VTC.
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