[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.