Performance of Statistical Tests for Single Source Detection using Random Matrix Theory

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum Likelihood Test is studied and yields the analysis of the ratio between the maximum eigenvalue of the sampled covariance matrix and its normalized trace. Using recent results of random matrix theory, a practical way to evaluate the threshold and the $p$-value of the test is provided in the asymptotic regime where the number $K$ of sensors and the number $N$ of observations per sensor are large but have the same order of magnitude. The theoretical performance of the test is then analyzed in terms of Receiver Operating Characteristic (ROC) curve. It is in particular proved that both Type I and Type II error probabilities converge to zero exponentially as the dimensions increase at the same rate, and closed-form expressions are provided for the error exponents. These theoretical results rely on a precise description of the large deviations of the largest eigenvalue of spiked random matrix models, and establish that the presented test asymptotically outperforms the popular test based on the condition number of the sampled covariance matrix.Comment: 45 p. improved presentation; more proofs provide

Distributed Detection over Fading MACs with Multiple Antennas at the Fusion Center

A distributed detection problem over fading Gaussian multiple-access channels is considered. Sensors observe a phenomenon and transmit their observations to a fusion center using the amplify and forward scheme. The fusion center has multiple antennas with different channel models considered between the sensors and the fusion center, and different cases of channel state information are assumed at the sensors. The performance is evaluated in terms of the error exponent for each of these cases, where the effect of multiple antennas at the fusion center is studied. It is shown that for zero-mean channels between the sensors and the fusion center when there is no channel information at the sensors, arbitrarily large gains in the error exponent can be obtained with sufficient increase in the number of antennas at the fusion center. In stark contrast, when there is channel information at the sensors, the gain in error exponent due to having multiple antennas at the fusion center is shown to be no more than a factor of (8/pi) for Rayleigh fading channels between the sensors and the fusion center, independent of the number of antennas at the fusion center, or correlation among noise samples across sensors. Scaling laws for such gains are also provided when both sensors and antennas are increased simultaneously. Simple practical schemes and a numerical method using semidefinite relaxation techniques are presented that utilize the limited possible gains available. Simulations are used to establish the accuracy of the results.Comment: 21 pages, 9 figures, submitted to the IEEE Transactions on Signal Processin

Changepoint Detection over Graphs with the Spectral Scan Statistic

We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding generalized likelihood ratio (GLR) statistics and relate it to the problem of finding a sparsest cut in a graph. We develop a tractable relaxation of the GLR statistic based on the combinatorial Laplacian of the graph, which we call the spectral scan statistic, and analyze its properties. We show how its performance as a testing procedure depends directly on the spectrum of the graph, and use this result to explicitly derive its asymptotic properties on few significant graph topologies. Finally, we demonstrate both theoretically and by simulations that the spectral scan statistic can outperform naive testing procedures based on edge thresholding and $\chi^2$ testing

SNR-Walls in Eigenvalue-based Spectrum Sensing

Various spectrum sensing approaches have been shown to suffer from a so-called SNR-wall, an SNR value below which a detector cannot perform robustly no matter how many observations are used. Up to now, the eigenvalue-based maximum-minimum-eigenvalue (MME) detector has been a notable exception. For instance, the model uncertainty of imperfect knowledge of the receiver noise power, which is known to be responsible for the energy detector's fundamental limits, does not adversely affect the MME detector's performance. While additive white Gaussian noise (AWGN) is a standard assumption in wireless communications, it is not a reasonable one for the MME detector. In fact, in this work we prove that uncertainty in the amount of noise coloring does lead to an SNR-wall for the MME detector. We derive a lower bound on this SNR-wall and evaluate it for example scenarios. The findings are supported by numerical simulations.Comment: 17 pages, 3 figures, submitted to EURASIP Journal on Wireless Communications and Networkin

Finite sample performance of linear least squares estimators under sub-Gaussian martingale difference noise

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required. Surprisingly, bounding the probability of large errors with finitely many samples has been left open, especially when dealing with correlated noise with unknown covariance. In this paper we analyze the finite sample performance of the linear least squares estimator under sub-Gaussian martingale difference noise. In order to analyze this important question we used concentration of measure bounds. When applying these bounds we obtained tight bounds on the tail of the estimator's distribution. We show the fast exponential convergence of the number of samples required to ensure a given accuracy with high probability. We provide probability tail bounds on the estimation error's norm. Our analysis method is simple and uses simple $L_{\infty}$ type bounds on the estimation error. The tightness of the bounds is tested through simulation. The proposed bounds make it possible to predict the number of samples required for least squares estimation even when least squares is sub-optimal and used for computational simplicity. The finite sample analysis of least squares models with this general noise model is novel