Title :
Detection of Gauss-Markov Random Field on Nearest-Neighbor Graph
Author :
Anandkumar, Animashree ; Tong, Lang ; Swami, Ananthram
Author_Institution :
Electr. & Comput. Eng., Cornell Univ., Ithaca, NY
Abstract :
The problem of hypothesis testing against independence for a Gauss-Markov random field (GMRF) with nearest-neighbor dependency graph is analyzed. The sensors measuring samples from the signal field are placed IID according to the uniform distribution. The asymptotic performance of Neyman-Pearson detection is characterized through the large-deviation theory. An expression for the error exponent is derived using a special law of large numbers for graph functionals. The exponent is analyzed for different values of the variance ratio and correlation. It is found that a more correlated GMRF has a higher exponent (improved detection performance) at low values of the variance ratio, whereas the opposite is true at high values of the ratio.
Keywords :
Gaussian processes; Markov processes; graph theory; signal processing; Gauss-Markov random field; Neyman-Pearson detection; error exponent; graph functionals; hypothesis testing; large-deviation theory; nearest-neighbor graph; uniform distribution; Collaborative work; Detectors; Gaussian noise; Gaussian processes; H infinity control; Performance analysis; RF signals; Random processes; Signal processing; Testing; Error analysis; Gaussian processes; Graph theory; Markov processes; Signal detection;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0727-3
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2007.366808