Effects of Estimated Noise Covariance Matrix in Optimal Signal Detection.

Abstract

There is loss of efficiency when an estimated noise covairance matrix is used in the place of the unknown true noise covariance matrix in the construction of the optimum filter for signal detection. In the case of detecting a single signal specified by a real or a complex vector, we investigate the extent of this loss by obtaining an exact confidence bound for the realized signal to noise ratio. We also give an estimate of this ratio which is useful in optimum selection of features. Some of these results are extended to the case of discrimination between a number of given signals. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA162796

Entities

People

  • C. G. Khatri
  • Calyampudi Radhakrishna Rao

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Counter IED
  • Energy and Power Technologies
  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Covariance
  • Data Science
  • Detection
  • Discrimination
  • Efficiency
  • Information Science
  • Multivariate Analysis
  • New York
  • Signal Detection
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Engineering

Readers

  • Phased Array Antenna Design.
  • Statistical inference.