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[HLC15] Large System Analysis of a GLRT for Detection With Large Sensor Arrays in Temporally White Noise

Revue Internationale avec comité de lecture : Journal IEEE Transactions on Signal Processing , vol. 63(20), pp. 5409-5423, 2015

Mots clés: Asymptotic analysis, GLRT, multichannel detection, random matrix theory

Résumé: This paper addresses the behavior of a classical multiantenna GLRT test that allows to detect the presence of a known signal corrupted by a multipath propagation channel and by an additive temporally white Gaussian noise with unknown spatial covariance matrix. The paper is focused on the case where the number of sensors is large, and of the same order of magnitude as the sample size , a context which is modeled by the large system asymptotic regime , in such a way that for . The purpose of this paper is to study the behaviour of a GLRT statistics in this regime, and to show that the corresponding theoretical analysis allows to accurately predict the performance of the test when and are of the same order of magnitude.

BibTeX

@article {
HLC15,
title="{Large System Analysis of a GLRT for Detection With Large Sensor Arrays in Temporally White Noise}",
author="S. Hiltunen and P. loubaton and P. Chevalier",
journal="IEEE Transactions on Signal Processing ",
year=2015,
volume=63,
number=20,
pages="5409-5423",
}