Computational and Numerical Properties of a Broadband Subspace-Based Likelihood Ratio Test
Abstract
This paper investigates the performance of a likelihood ratio test in combination with a polynomial subspace projection approach to detect weak transient signals in broadband array data. Based on previous empirical evidence that a likelihood ratio test is advantageously applied in a lower-dimensional subspace, we present analysis that highlights how the polynomial subspace projection whitens a crucial part of the signals, enabling a detector to operate with a shortened temporal window. This reduction in temporal correlation, together with a spatial compaction of the data, also leads to both computational and numerical advantages over a likelihood ratio test that is directly applied to the array data. The results of our analysis are illustrated by examples and simulations.
- Publication:
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arXiv e-prints
- Pub Date:
- September 2024
- DOI:
- 10.48550/arXiv.2409.18712
- arXiv:
- arXiv:2409.18712
- Bibcode:
- 2024arXiv240918712P
- Keywords:
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- Statistics - Methodology;
- Electrical Engineering and Systems Science - Signal Processing
- E-Print:
- IEEE High Performance Extreme Computing Conference, Waltham, MA, September 2024