Asymptotic analysis of a GLRT for detection with large sensor arrays

Abstract : This paper addresses the performance analysis of two GLRT receivers in the case where the number of sensors M is of the same order of magnitude as the sample size N. In the asymptotic regime where M and N converge towards ∞ at the same rate, the corresponding asymptotic means and variances are characterized using large random matrix theory, and compared to the standard situation where N → +∞ and M is fixed. This asymptotic analysis allows to understand the behavior of the considered receivers, even for relatively small values of N and M .
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Sonja Hiltunen, P Loubaton, P Chevalier. Asymptotic analysis of a GLRT for detection with large sensor arrays. EUSIPCO , Sep 2014, Lisbonne, Portugal. 2014 22nd European Signal Processing Conference (EUSIPCO). 〈hal-01616415〉



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