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Detection of an unknown rank-one component in white noise

Besson, Olivier and Kraut, Shawn and Scharf, Louis Detection of an unknown rank-one component in white noise. (2006) IEEE Transactions on Signal Processing, vol. 5 (n° 7). pp.2835 -2839. ISSN 1053-587X

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Official URL: http://dx.doi.org/10.1109/TSP.2006.874781

Abstract

We consider the detection of an unknown and arbitrary rank-one signal in a spatial sector scanned by a small number of beams. We address the problem of finding the maximal invariant for the problem at hand and show that it consists of the ratio of the eigenvalues of a Wishart matrix to its trace. Next, we derive the generalized-likelihood ratio test (GLRT) along with expressions for its probability density function (pdf) under both hypotheses. Special attention is paid to the case m= 2, where the GLRT is shown to be a uniformly most powerful invariant (UMPI). Numerical simulations attest to the validity of the theoretical analysis and illustrate the detection performance of the GLRT.

Item Type:Article
Additional Information:Thanks to the Institute of Electrical and Electronics Engineers (IEEE). The original PDF can be found on the IEEE website: http://ieeexplore.ieee.org/iel5/78/34451/01643925.pdf?tp=&isnumber=&arnumber=1643925
Audience (journal):International peer-reviewed journal
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Institution:Other partners > Colorado State University - CSU (USA)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE
Other partners > Massachusetts Institute of Technology - MIT (USA)
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Deposited By:Olivier Besson

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