Detection of an unknown rank-one component in white noise

被引:42
作者
Besson, O [1 ]
Kraut, S
Scharf, LL
机构
[1] ENSICA, Dept Av & Syst, F-31056 Toulouse, France
[2] Queens Univ, Kingston, ON K7L 3N6, Canada
[3] Colorado State Univ, Dept ECE & Stat, Ft Collins, CO 80523 USA
关键词
array processing; detection; eigenvalues; maximal invariant statistic; Wishart matrices;
D O I
10.1109/TSP.2006.874781
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
We consider the detection of an unknown and arbitrary rank-one signal in a spatial sector scanned by a small number m 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.
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页码:2835 / 2839
页数:5
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