Detection of Gauss-Markov random field on nearest-neighbor graph
被引:0
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作者:
Anandkumar, Animashree
论文数: 0引用数: 0
h-index: 0
机构:
Cornell Univ, Ithaca, NY 14853 USACornell Univ, Ithaca, NY 14853 USA
Anandkumar, Animashree
[1
]
Tong, Lang
论文数: 0引用数: 0
h-index: 0
机构:
Cornell Univ, Ithaca, NY 14853 USACornell Univ, Ithaca, NY 14853 USA
Tong, Lang
[1
]
Swami, Ananthram
论文数: 0引用数: 0
h-index: 0
机构:
Army Res Lab, Adelphi, MD 20783 USACornell Univ, Ithaca, NY 14853 USA
Swami, Ananthram
[2
]
机构:
[1] Cornell Univ, Ithaca, NY 14853 USA
[2] Army Res Lab, Adelphi, MD 20783 USA
来源:
2007 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL III, PTS 1-3, PROCEEDINGS
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2007年
基金:
美国国家科学基金会;
关键词:
signal detection;
Gaussian processes;
Markov processes;
error analysis;
graph theory;
D O I:
暂无
中图分类号:
O42 [声学];
学科分类号:
070206 ;
082403 ;
摘要:
The problem of hypothesis testing against independence for a Gauss-Markov random field (GMRF) with nearest-neighbor dependency graph is analyzed. The sensors measuring samples from the signal field are placed IID according to the uniform distribution. The asymptotic performance of Neyman-Pearson detection is characterized through the large-deviation theory. An expression for the error exponent is derived using a special law of large numbers for graph functionals. The exponent is analyzed for different values of the variance ratio and correlation. It is found that a more correlated GMRF has a higher exponent (improved detection performance) at low values of the variance ratio, whereas the opposite is true at high values of the ratio.