UMP invariance of the multirank adaptive coherence estimator

Author

Kraut, Shawn ; Scharf, Louis L.

Author_Institution

Dept. of Math. & Stat., Kingston, Ont., Canada

Volume

2

fYear

2003

fDate

9-12 Nov. 2003

Firstpage

1863

Abstract

The adaptive coherence estimator, or ACE, is a uniformly most powerful (UMP)-invariant detection statistic is presented in this paper. The proof that ACE is a one-dimensional maximal invariant was based on a relatively simple extension of an earlier work done by the authors on maximal invariant statistics for detection of rank-1 signals. In this paper we consider the multirank version of ACE, needed for scenarios when the signal waveform is uncertain. It also can be shown to be a maximal invariant, and by extension UMP-invariant, but the proof requires a more detailed analysis of the transformation group properties.

Keywords

adaptive estimation; adaptive signal detection; coherence; covariance matrices; statistics; covariance matrices; multirank adaptive coherence estimator; rank-1 signal detection; signal waveform; transformation group properties; uniformly most powerful-invariant detection statistic; Clutter; Covariance matrix; Mathematics; Probability; Signal analysis; Statistical analysis; Statistics; Testing; Training data; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 2004. Conference Record of the Thirty-Seventh Asilomar Conference on

Print_ISBN

0-7803-8104-1

Type

conf

DOI

10.1109/ACSSC.2003.1292305

Filename

1292305