General asymptotic analysis of the generalized likelihood ratio test for a Gaussian point source under statistical or spatial mismodeling
نویسندگان
چکیده
This paper investigates the robustness of the generalized likelihood ratio test (GLRT) for a far-field Gaussian point source. Given measurements from an array of sensors, the performance of the GLRT under two types of common modeling errors is investigated. The first type is spatial mismodeling, which relates to errors due to multipath effects or errors in the assumed number of sources, i.e, deviation from the single point source assumption. The second type is statistical mismodeling, which relates to errors due to non-Gaussianity in either the noise or the signal, i.e., deviation from the Gaussian assumption. It is shown that for some types of modeling errors, the detector’s performance improves, and general conditions for such an improvement are found. Moreover, for both types of errors, the change in performance is analyzed and quantified. This analysis shows that for a distributed source with small spatial spreading, the degradation in performance is significant, whereas for a constant modulus point source, the performance improves. Simulations of various cases are shown to verify the analytical results.
منابع مشابه
Parameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation
Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...
متن کاملEstimation in Simple Step-Stress Model for the Marshall-Olkin Generalized Exponential Distribution under Type-I Censoring
This paper considers the simple step-stress model from the Marshall-Olkin generalized exponential distribution when there is time constraint on the duration of the experiment. The maximum likelihood equations for estimating the parameters assuming a cumulative exposure model with lifetimes as the distributed Marshall Olkin generalized exponential are derived. The likelihood equations do not lea...
متن کاملPerformance of Target Detection in Phased-MIMO Radars
In this paper, the problem of target detection in phased-MIMO radars is considered and target detection performance of phased-MIMO radars is compared with MIMO and phased-array radars. Phased-MIMO radars combine advantages of the MIMO and phased-array radars. In these radars, the transmit array will be partitioned into a number of subarrays that are allowed to overlap and each subarray transmit...
متن کاملAn EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data
The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the ma...
متن کاملOptimum Block Size in Separate Block Bootstrap to Estimate the Variance of Sample Mean for Lattice Data
The statistical analysis of spatial data is usually done under Gaussian assumption for the underlying random field model. When this assumption is not satisfied, block bootstrap methods can be used to analyze spatial data. One of the crucial problems in this setting is specifying the block sizes. In this paper, we present asymptotic optimal block size for separate block bootstrap to estimate the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 50 شماره
صفحات -
تاریخ انتشار 2002