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Content Provider | IEEE Xplore Digital Library |
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Author | Ramirez, David Via, Javier Santamaria, Ignacio Scharf, Louis L. |
Copyright Year | 2011 |
Description | Author affiliation: Communications Engineering Dept., University of Cantabria, Santander, Spain (Ramirez, David; Via, Javier; Scharf, Louis L.) || Departments of Electrical and Computer Eng. and Statistics, Colorado State University, Ft. Collins, USA (Santamaria, Ignacio) |
Abstract | This work addresses the problem of deciding whether a set of realizations of a vector-valued time series with unknown temporal correlation are spatially correlated or not. Specifically, the spatial correlation is induced by a colored source over a frequency-flat single-input multiple-output (SIMO) channel distorted by independent and identically distributed noises with temporal correlation. The generalized likelihood ratio test (GLRT) for this detection problem does not have a closed-form expression and we have to resort to numerical optimization techniques. In particular, we apply the successive convex approximations approach which relies on solving a series of convex problems that approximate the original (non-convex) one. The proposed solution resembles a power method for obtaining the dominant eigenvector of a matrix, which changes over iterations. Finally, the performance of the proposed detector is illustrated by means of computer simulations showing a great improvement over previously proposed detectors that do not fully exploit the temporal structure of the source. |
Starting Page | 3860 |
Ending Page | 3863 |
File Size | 156548 |
Page Count | 4 |
File Format | |
ISBN | 9781457705380 |
ISSN | 15206149 |
e-ISBN | 9781457705397 |
e-ISBN | 9781457705373 |
DOI | 10.1109/ICASSP.2011.5947194 |
Language | English |
Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Publisher Date | 2011-05-22 |
Publisher Place | Czech Republic |
Access Restriction | Subscribed |
Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subject Keyword | Maximum likelihood estimation Approximation methods Noise Detectors Covariance matrix Time series analysis successive convex approximations Multiple-channel detection generalized likelihood ratio test (GLRT) maximum likelihood (ML) estimation convex optimization |
Content Type | Text |
Resource Type | Article |
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