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cs.IT2019
Eigenvalue Based Detection of a Signal in Colored Noise: Finite and Asymptotic Analyses
Lahiru D. Chamain, Prathapasinghe Dharmawansa, Saman Atapattu +1
Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest general…
cs.IT2019
Detection of a Signal in Colored Noise: A Random Matrix Theory Based Analysis
Lahiru D. Chamain, Prathapasinghe Dharmawansa, Saman Atapattu +1
This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular,…