Title :
A sharp false alarm upper-bound for a matched filter bank detector
Author :
Gerlach, Karl ; Sangston, Kevin J.
Author_Institution :
Radar Div., Naval Res. Lab., Washington, DC, USA
fDate :
5/1/1994 12:00:00 AM
Abstract :
A sharp upper bound on the probability of false alarm, PF , of a matched filter bank detector over the class of input variates that are zero mean and have a specified covariance matrix, R xx, is derived. This bound is a function of the detector threshold, T, and Rxx. It is shown that the bound is inversely proportional to T2. Hence there may be a wide variation of PF over the class since the PF for Gaussian inputs varies as exp(-T2)
Keywords :
filtering and prediction theory; matched filters; matrix algebra; signal detection; Gaussian inputs; covariance matrix; detector threshold; input variates; matched filter bank detector; probability of false alarm; sharp false alarm upper-bound; Autocorrelation; Detectors; Equations; Helium; Linear programming; Matched filters;
Journal_Title :
Information Theory, IEEE Transactions on
