Sensitivity and robustness of eigendecomposition-based detectors

  • Authors:
  • W. Xu;M. Kaveh

  • Affiliations:
  • Dept. of Electr. Eng., Minnesota Univ., Minneapolis, MN, USA;Dept. of Electr. Eng., Minnesota Univ., Minneapolis, MN, USA

  • Venue:
  • ICASSP '93 Proceedings of the Acoustics, Speech, and Signal Processing, 1993. ICASSP-93 Vol 4., 1993 IEEE International Conference on - Volume 04
  • Year:
  • 1993

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Abstract

A new framework is presented for the analysis of the performance of detection methods, such as the Akaike's information criteria (AIC) and the minimum description length principle (MDL) which are based on the eigenvalues of the covariance matrix. It is shown that theoretical analysis of the probabilities of overestimation and underestimation can be much more conveniently carried out via a proposed, particularly simple, sequence of statistics. Also the breakdown of these detection methods in the presence of model nonidealities is explored by theory, simulations and experimentation with real array data. For example, theoretical arguments are given to demonstrate the high degree of sensitivity of the detectors to unknown deviations of the noise from whiteness.