Title :
The bootstrapped matched filter and its accuracy
Author :
Ong, Hwa-Tung ; Zoubir, Abdelhak M.
Author_Institution :
Sch. of Electr. & Comput. Eng., Curtin Univ. of Technol., Perth, WA, Australia
Abstract :
We use Edgeworth expansions to show the higher-order accuracy of the bootstrapped matched filter (MF). Specifically, the bootstrapped MF has a probability of false alarm of order n/sup -1/ distant from the preset level, where n is the sample size. We also show that the order is n/sup -3/2/ for sinusoidal signals. Simulation results compare the bootstrapped MF with the classical MF. We briefly discuss the bootstrapping approach when the noise variance is unknown and when signal parameters are unknown.
Keywords :
filtering theory; higher order statistics; matched filters; probability; signal detection; signal processing; signal sampling; Edgeworth expansions; bootstrapped matched filter; higher-order accuracy; probability of false alarm; signal detection; simulation results; sinusoidal signals; unknown noise variance; unknown signal parameters; Australia; Gaussian distribution; Gaussian noise; Matched filters; Radar detection; Random variables; Signal detection; Signal processing; Telecommunication computing; Testing;
Journal_Title :
Signal Processing Letters, IEEE