most citedFundamental limit of sample generalized eigenvalue based detection of signals in noise using relatively few signal-bearing and noise-only samples

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cs.IT2009★ 2 cited

Fundamental limit of sample generalized eigenvalue based detection of signals in noise using relatively few signal-bearing and noise-only samples

N. Raj Rao, Jack W. Silverstein

The detection problem in statistical signal processing can be succinctly formulated: Given m (possibly) signal bearing, n-dimensional signal-plus-noise snapshot vectors (samples) a…