Asymptotic non-null distribution of the generalized coherence estimate

نویسندگان

  • Axel Clausen
  • Douglas Cochran
چکیده

The use of the generalized coherence estimate as a statistic for detection of a common signal in multiple independent channels of additive gaussian noise has been studied in several recent papers. This work has relied on simulations to evaluate detector performance because the distribution of the generalized coherence estimate with signal present is unknown. This paper derives an asymptotic expression for the non-null distribution of the estimate as the length of the sample sequences approaches infinity, develops an asymptotic performance analysis based on this distribution, and compares the receiver operating characteristics derived from this theoretical approach to those obtained using simulations with large sample sequence lengths.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

GENERALIZED FUZZY VALUED $theta$-Choquet INTEGRALS AND THEIR DOUBLE-NULL ASYMPTOTIC ADDITIVITY

The generalized fuzzy valued $theta$-Choquet integrals will beestablished for the given $mu$-integrable fuzzy valued functionson a general fuzzy measure space, and the convergence theorems ofthis kind of fuzzy valued integral are being discussed.Furthermore, the whole of integrals is regarded as a fuzzy valuedset function on measurable space, the double-null asymptoticadditivity and pseudo-doub...

متن کامل

Parametric Rao Test for Multichannel Adaptive Generalized Detector

The parametric Rao test for multichannel signal detection by the adaptive generalized detector (GD) constructed based on the generalized approach to signal processing in noise is derived by modeling the disturbance signal as a multichannel autoregressive process. The parametric Rao test takes a form identical to that of parametric GD for space-time adaptive processing in airborne surveillance r...

متن کامل

Estimation of Parameters for an Extended Generalized Half Logistic Distribution Based on Complete and Censored Data

This paper considers an Extended Generalized Half Logistic distribution. We derive some properties of this distribution and then we discuss estimation of the distribution parameters by the methods of moments, maximum likelihood and the new method of minimum spacing distance estimator based on complete data. Also, maximum likelihood equations for estimating the parameters based on Type-I and Typ...

متن کامل

Estimation 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 کامل

Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control

Testing a low-dimensional null hypothesis against a high-dimensional alternative in a generalized linear model may lead to a test statistic that is a quadratic form in the residuals under the null model. Using asymptotic arguments, we show that the distribution of such a test statistic can be approximated by a ratio of quadratic forms in normal variables, for which algorithms are readily availa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1999