NDLI: Detection of Spatially Correlated Time Series From a Network of Sensor Arrays

Content Provider	IEEE Xplore Digital Library
Author	Klausner, N. Azimi-Sadjadi, M.R. Scharf, L.L.
Copyright Year	1991
Abstract	This paper addresses the problem of testing for the independence among multiple ( ≥ 2) random vectors. The generalized likelihood ratio test tests the null hypothesis that the composite covariance matrix of the channels is block-diagonal, using a generalized Hadamard ratio. Using the theory of Gram determinants, we show that this Hadamard ratio is stochastically equivalent to a product of scalars, which are independently drawn from a beta distribution under the null hypothesis. This result is then used to derive an asymptotic null distribution, which can be used to identify an appropriate threshold when the sample support is large. These results are then extended to the problem of detecting the presence of spatially correlated time series when each observer employs an array of sensors. Assuming wide-sense stationary processes in both time and space, the likelihood ratio is shown to involve a Hadamard ratio of an estimated cross-spectral matrix at every frequency/wavenumber pair. The proposed detector is compared to several alternative detectors, using simulated space-time fields.
Sponsorship	IEEE Signal Processing Society
Starting Page	1396
Ending Page	1407
Page Count	12
File Size	3297602
File Format	PDF
ISSN	1053587X
Volume Number	62
Issue Number	6
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Covariance matrices Time series analysis Vectors Coherence Time-frequency analysis Sensor arrays Testing spatio-temporal processing Broadband coherence coherence cross-spectral matrix generalized coherence generalized likelihood ratio test (GLRT) multichannel coherence multichannel signal detection
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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