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Accurate asymptotic analysis for John's test in multichannel signal detection

  • Harbin Institute of Technology
  • Shenzhen University
  • City University of Hong Kong

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

John's test, which is also known as the locally most invariant test for sphericity of Gaussian variables, is one of the most frequently used methods in multichannel signal detection. The application of John's test requires closed-form and accurate formula to set threshold according to a prescribed false alarm rate. Asymptotic expansion is a powerful method in deriving the threshold expressions of detectors for large samples. However, the existing asymptotic analysis of John's test in the real-valued Gaussian case is not accurate, causing the obtained false alarm rate to deviate from the preset value. This work first corrects a miscalculation in the existing results. Then this accurate approach is extended to the complex-valued case. In this scenario our result is as accurate as the state-of-the-art scheme but enjoys higher computational efficiency.

Original languageEnglish
Title of host publication2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4358-4362
Number of pages5
ISBN (Electronic)9781479999880
DOIs
StatePublished - 18 May 2016
Event41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Shanghai, China
Duration: 20 Mar 201625 Mar 2016

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2016-May
ISSN (Print)1520-6149

Conference

Conference41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016
Country/TerritoryChina
CityShanghai
Period20/03/1625/03/16

Keywords

  • John's test
  • asymptotic expansion
  • decision threshold
  • sphericity

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