On the condition number distribution of complex wishart matrices
IEEE Transactions on Communications
On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
Journal of Multivariate Analysis
Hi-index | 35.68 |
In a previously published paper by Besson et al., we considered the problem of detecting a signal whose associated spatial signature is known to lie in a given linear subspace, in the presence of subspace interference and broadband noise of known level. We extend these results to the case of unknown noise level. More precisely, we derive the generalized-likelihood ratio test (GLRT) for this problem, which provides a constant false-alarm rate (CFAR) detector. It is shown that the GLRT involves the largest eigenvalue and the trace of complex Wishart matrices. The distribution of the GLRT is derived under the null hypothesis. Numerical simulations illustrate its performance and provide a comparison with the GLRT when the noise level is known