Khatri, C. ; Rao, C. R. (1987) Effects of estimated noise covariance matrix in optimal signal detection IEEE Transactions on Acoustics, Speech, & Signal Processing, 35 (5). pp. 671-679. ISSN 0096-3518
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Official URL: http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arn...
Related URL: http://dx.doi.org/10.1109/TASSP.1987.1165185
Abstract
There is loss of efficiency when an estimated noise covariance 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.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 58147 |
| Deposited On: | 31 Aug 2011 12:32 |
| Last Modified: | 31 Aug 2011 12:32 |
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